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

Research output: Contribution to journalArticlepeer-review

6 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process'. Together they form a unique fingerprint.

Mathematics

Business & Economics

Engineering & Materials Science