Structural change in nonstationary AR(1) models
Year of publication: |
October 2018
|
---|---|
Authors: | Pang, Tianxiao ; Chong, Terence Tai-Leung ; Zhang, Danna ; Liang, Yanling |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 34.2018, 5, p. 985-1017
|
Subject: | Strukturwandel | Structural change | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break |
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