Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes

Journal article

Peer reviewed

Econometric Reviews, Vol.31(1), pp.34-59

2012

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Title: Testing parameter constancy in unit root autoregressive models against multiple continuous structural changes
Creators - without role: Rickard Sandberg - Stockholm School of Economics, {Historical} Department of Law, Languages and Economic Statistics
H Changli - Dalarna University (SE)
Publication Details: Econometric Reviews, Vol.31(1), pp.34-59
Publisher: Taylor & Francis: STM, Behavioural Science and Public Health Titles
Number of pages: 26
Identifiers: 991001480491206056
Academic Unit: {Historical} Department of Law, Languages and Economic Statistics
Language: English
Resource Type: Journal article