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- 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...
