Structural change and unit roots

Journal of Statistical Planning and Inference

Volumn 49, Issue 1, 1996, Pages 73-103

  Maddala, G S ^a   Kim, In Moo ^b  

^a OHIO STATE UNIVERSITY   (United States)

^b Sungkyunkwan University   (South Korea)

Author keywords

Parameter constancy tests; Recursive and sequential tests; Trend breaks, difference stationarity

Indexed keywords

EID: 0029693505     PISSN: 03783758     EISSN: None     Source Type: Journal    
DOI: 10.1016/0378-3758(95)00031-3     Document Type: Article

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