View in EDS PDF Full Text

STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS.

Saved in:
Bibliographic Details
Title: STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS.
Authors: Pang, Tianxiao1 txpang@zju.edu.cn, Tai-Leung Chong, Terence2, Zhang, Danna3, Liang, Yanling1
Source: Econometric Theory. Oct2018, Vol. 34 Issue 5, p985-1017. 33p.
Database: Mathematics Source
Description
ISSN:02664666
DOI:10.1017/S0266466617000317