Testing for coefficient stability of AR(1) model when the...

Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process

Daisuke Nagakura
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Volume:
139
Year:
2009
Language:
english
Pages:
15
DOI:
10.1016/j.jspi.2008.12.009
File:
PDF, 324 KB
english, 2009
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