Optimal test for parameter instability when the unstable process and the error distribution are unknown
Year of publication: |
2008
|
---|---|
Authors: | Lee, Dong Jin |
Publisher: |
Storrs, Conn. : Univ. of Connecticut, Dep. of Economics |
Subject: | Statistischer Test | Statistical test | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory |
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