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- W1991950581 abstract "Economists have recognized the possibility that a time series may change structure from trend‐stationarity to difference‐stationarity, or vice versa. Taking difference‐stationarity as the null hypothesis, we develop tests for this possibility, where neither the location nor direction of any possible change under the alternative hypothesis need be specified." @default.
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- W1991950581 date "2003-11-17" @default.
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- W1991950581 title "Tests for a change in persistence against the null of difference‐stationarity" @default.
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- W1991950581 doi "https://doi.org/10.1111/1368-423x.t01-1-00110" @default.
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