Testing for structural change in a long-memory environment
type: Item
instance of: scholarly article
title: Testing for structural change in a long-memory environment
zbMATH Open document ID: 0834.62084
DOI: 10.1016/0304-4076(94)01687-9
author: Peter M. Robinson
author: Javier Hidalgo
published in: Journal of Econometrics
publication date: 1996-04-08T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 843657
zbMATH Keywords: long-memory time-series
zbMATH Keywords: structural change
zbMATH Keywords: long-memory errors
zbMATH Keywords: nonstochastic and stochastic regressors
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)01687-9
OpenAlex ID: W2104593563
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description: scientific article; zbMATH DE number 843657