Ratio-based estimators for a change point in persistence

Andreea G. Halunga, Denise R. Osborn

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@article{59b0124791a14db3badccd1af276678d,

title = "Ratio-based estimators for a change point in persistence",

author = "Halunga, {Andreea G.} and Osborn, {Denise R.}",

year = "2012",

month = nov,

doi = "10.1016/j.jeconom.2012.05.024",

language = "English",

volume = "171",

pages = "24--31",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "1",

}

TY - JOUR

T1 - Ratio-based estimators for a change point in persistence

AU - Halunga, Andreea G.

AU - Osborn, Denise R.

PY - 2012/11

Y1 - 2012/11

UR - http://dx.doi.org/10.1016/j.jeconom.2012.05.024

U2 - 10.1016/j.jeconom.2012.05.024

DO - 10.1016/j.jeconom.2012.05.024

M3 - Article

SN - 0304-4076

VL - 171

SP - 24

EP - 31

JO - Journal of Econometrics

JF - Journal of Econometrics

IS - 1

ER -