Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/07474938.2011.607085
Reference56 articles.
1. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
2. Estimating and Testing Linear Models with Multiple Structural Changes
3. Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence
4. Tests for Unit-Root versus Threshold Specification With an Application to the Purchasing Power Parity Relationship
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