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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
- In:
Econometric theory
29
(
2013
)
2
,
pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
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WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
- In:
Econometric theory
29
(
2012
)
2
,
pp. 289-323
Persistent link: https://www.econbiz.de/10010099083
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