Panel stationary tests against changes in persistence

Cerqueti, Roy, Costantini, Mauro, Gutierrez, Luciano and Westerlund, Joakim 2016, Panel stationary tests against changes in persistence, Statistical papers, In Press, pp. 1-22, doi: 10.1007/s00362-016-0864-6.

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Title Panel stationary tests against changes in persistence
Author(s) Cerqueti, Roy
Costantini, Mauro
Gutierrez, Luciano
Westerlund, Joakim
Journal name Statistical papers
Season In Press
Start page 1
End page 22
Total pages 22
Publisher Springer
Place of publication Berlin, Germany
Publication date 2016-12-09
ISSN 0932-5026
Keyword(s) Persistence
Stationarity
Panel data
Language eng
DOI 10.1007/s00362-016-0864-6
Field of Research 150202 Financial Econometrics
0104 Statistics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2016, Springer
Persistent URL http://hdl.handle.net/10536/DRO/DU:30090360

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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