Testing stationarity under a permanent variance shift
Year of publication: |
2004
|
---|---|
Authors: | Cavaliere, Giuseppe |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 82.2004, 3, p. 403-408
|
Subject: | Strukturbruch | Structural break | Statistischer Test | Statistical test |
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