Similar Search Results

Narrow search

Changes in the order of integration of US and UK inflation

Halunga, Andreea G.; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 102 (2009) 1, pp. 30-32

Persistent link: https://www.econbiz.de/10003822158

Ratio-based estimators for a change point in persistence

Halunga, Andreea G.; Osborn, Denise R. - In: Journal of econometrics 171 (2012) 1, pp. 24-31

Persistent link: https://www.econbiz.de/10009686744

Changes in the order of integration of US and UK inflation

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...

Persistent link: https://www.econbiz.de/10005307549

Changes in the order of integration of US and UK inflation

Halunga, Andreea G.; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 102 (2009) 1, pp. 30-32

Persistent link: https://www.econbiz.de/10008170361

Changes in the order of integration of US and UK inflation

Halunga, Andreea G.; Osborn, Denise R.; Sensier, Marianne - In: Economics letters 102 (2009) 1, pp. 30-33

Persistent link: https://www.econbiz.de/10008890359