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Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10001938525
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On the identification of multivariate correlated unobserved components models
Trenkler, Carsten; Weber, Enzo - In: Economics letters 138 (2016), pp. 15-18
Persistent link: https://www.econbiz.de/10011615339
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Testing stationarity under a permanent variance shift
Cavaliere, Giuseppe - In: Economics letters 82 (2004) 3, pp. 403-408
Persistent link: https://www.econbiz.de/10006758404
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Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 91 (2006) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
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On tests for changes in persistence
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 84 (2004) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10002095878