Kejriwal, Mohitosh; Perron, Pierre - In: Economics Letters 117 (2012) 3, pp. 932-935
This paper studies issues related to the estimation of a structural change in the persistence of a univariate time series. The break is such that the process has a unit root [i.e., is I(1)] in the pre-break regime but reverts to a stationary [i.e., I(0)] process in the post-break regime or vice...
