An identification-robust test for time-varying parameters in the dynamics of energy prices
Year of publication: |
2012
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Authors: | Bernard, Jean-Thomas ; Dufour, Jean-Marie ; Khalaf, Lynda ; Kichian, Maral |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 27.2012, 4, p. 603-624
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Subject: | Zeitreihenanalyse | Time series analysis | Energiepreis | Energy price | Theorie | Theory | Energiemarkt | Energy market |
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