On tests for changes in persistence
type: Item
instance of: scholarly article
published in: Economics Letters
volume: 84
issue: 1
page(s): 107-115
publication date: 2004-07-01T00:00:00Z
publication date: 2013-01-01T00:00:00Z
author: Stephen J. Leybourne
author: A.M.Robert Taylor
author: A. M. Robert Taylor
author: Stephen Leybourne
title: On tests for changes in persistence
zbMATH Open document ID: 1254.91676
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6120317
zbMATH Keywords: changes in persistence
zbMATH Keywords: ratio tests
MaRDI profile type: Publication
full work available at URL: j.econlet.2003.12.015
OpenAlex ID: W2018775710
cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point
cites work: Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
cites work: Tests of stationarity against a change in persistence
cites work: Detection of change in persistence of a linear time series
cites work: Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
cites work: Testing for a unit root in time series regression
DOI: 10.1016/J.ECONLET.2003.12.015
description: scientific article; zbMATH DE number 6120317