Halunga, Andreea G.; Osborn, Denise R.; Sensier, Marianne - In: Economics Letters 102 (2009) 1, pp. 30-32
Employing the modified tests of Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J. and Taylor, A.M.R., 2006. Modified tests for a change in persistence. Journal of Econometrics 134, 441-469.] for a single change in persistence and repartitioning the sample when a break is found, this...
