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A Tale of Two Regimes : Classi...
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Estimating the differencing parameter via the partial autocorrelation function
Chong, Terence Tai-Leung
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 365-381
Persistent link: https://www.econbiz.de/10001496598
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Estimating multiple breaks in nonstationary autoregressive models
Pang, Tianxiao
;
Du, Lingjie
;
Chong, Terence Tai-Leung
- In:
Journal of econometrics
221
(
2021
)
1
,
pp. 277-311
Persistent link: https://www.econbiz.de/10012618836
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3
Estimating the differencing parameter via the partial autocorrelation function
Chong, Terence Tai-Leung
- In:
Journal of econometrics
97
(
2000
)
2
,
pp. 365
Persistent link: https://www.econbiz.de/10006779223
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