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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
- In:
Econometric theory
29
(
2013
)
2
,
pp. 289-323
Persistent link: https://www.econbiz.de/10009760008
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Another numerical method of finding critical values for the Andrews stability test
Anatolyev, Stanislav
;
Kosenok, Grigory
- In:
Econometric theory
28
(
2012
)
1
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pp. 239-246
Persistent link: https://www.econbiz.de/10009520953
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