LKT test for detecting multiple changes in persistence

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vleone
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Joined: Wed Sep 21, 2011 7:15 am

LKT test for detecting multiple changes in persistence

Postby vleone » Wed Sep 21, 2011 7:20 am

Does anyone know how to implement the LKT test by Leybourne et al. (2007) for detecting multiple changes in persistence on time series data using Eviews?

Kind Regards,

Vitor Leone
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