Generalized Predictive Tests and Structural Change Analysis in Econometrics.
| Year of publication: |
1992
|
|---|---|
| Authors: | Dufour, J.M. ; Ghysels, E. ; Hall, A. |
| Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
| Subject: | econometrics | statistics | tests | evaluation | consumption | prices |
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Generalized Predictive Tests and Structural Change Analysis in Econometrics.
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