Wald Tests for Detecting Multiple Structural Changes in Persistence
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- Kejriwal, Mohitosh & Perron, Pierre & Zhou, Jing, 2013. "Wald Tests For Detecting Multiple Structural Changes In Persistence," Econometric Theory, Cambridge University Press, vol. 29(02), pages 289-323, April.
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More about this item
Keywordsstructural change; persistence; Wald tests; unit root; parameter restrictions;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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