Levin, Andrew T. (contributor); … - 2003 - [Elektronische Ressource], rev
values are not
robust to structural change in the marginal distribution of the regressors, a case that is of interest
in … consider the possibility of structural change in all of the AR
parameters, using the following model … States – for each of these the null hypothesis of no structural change is rejected at the
5% significance level for at …