Regression-Based Tests for a Change in Persistence
Year of publication: |
2007
|
---|---|
Authors: | Leybourne, Stephen J. ; Kim, Tae-Hwan ; Taylor, A. M. Robert |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Einheitswurzeltest | Unit root test |
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