Testing for Random Walk Coefficients in Regression and State Space Models

Author(s):  
Martin Moryson
2009 ◽  
Vol 129 (12) ◽  
pp. 1187-1194 ◽  
Author(s):  
Jorge Ivan Medina Martinez ◽  
Kazushi Nakano ◽  
Kohji Higuchi

2008 ◽  
Vol 42 (6-8) ◽  
pp. 939-951 ◽  
Author(s):  
Tounsia Jamah ◽  
Rachid Mansouri ◽  
Saïd Djennoune ◽  
Maâmar Bettayeb

2020 ◽  
Vol 53 (2) ◽  
pp. 2415-2422
Author(s):  
Jindřich Duník ◽  
Oliver Kost ◽  
Ondřej Straka

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