A joint test for structural stability and a unit root in autoregressions (2014)
Attributed to:
EPISODIC PREDICTABILITY IN MODELS WITH PERSISTENT VARIABLES AND ENDOGENEITY: DETECTION AND ESTIMATION
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.csda.2012.07.027
Publication URI: http://dx.doi.org/10.1016/j.csda.2012.07.027
Type: Journal Article/Review
Parent Publication: Computational Statistics & Data Analysis