| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062671 | Economics Letters | 2006 | 6 Pages |
Abstract
In this paper we investigate the behaviour of persistence change tests when applied to series whose dominant autoregressive root displays a single structural shift, but is less than unity in each regime, and draw comparison with the persistence change case.
Keywords
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Stephen J. Leybourne, A.M. Robert Taylor,