Search found 1 match

by AlexWaddington
Wed Aug 05, 2015 2:22 pm
Forum: Econometric Discussions
Topic: Detecting multiple changes in persistence
Replies: 0
Views: 1727

Detecting multiple changes in persistence

Hello, This is my first time using the site, please let me know if I do not follow the correct procedures. Does anyone have any experience in testing for multiple changes in persistence? I am testing daily nominal interest rate differentials for unit roots and believe that there is a structural brea...

Go to advanced search