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~isPartOf:"Journal of Econometrics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"Statistical test"
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Taylor, Robert
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10003783787
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2
Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
68
(
2006
),
pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
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