Work

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

Year: 2009

Type: article

Source: Journal of Statistical Planning and Inference

DOI: 10.1016/j.jspi.2008.12.009

Author: Daisuke Nagakura

Institutions: Keio University, Bank of Japan

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2107578609

FWCI: 4.064

Cites: 23

Cited by: 13

Related to: 10