Variance Shifts, Structural Breaks, and Stationarity Tests

Journal of Business and Economic Statistics

Volumn 21, Issue 4, 2003, Pages 510-531

  Busetti, Fabio ^a   Taylor, A M Robert ^b  

^a Research Department   (Italy)

^b UNIVERSITY OF BIRMINGHAM   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242318894     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500103288619269     Document Type: Article

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