Pre and post break parameter inference
Year of publication: |
2014
|
---|---|
Authors: | Elliott, Graham ; Müller, Ulrich K. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 180.2014, 2, p. 141-157
|
Publisher: |
Elsevier |
Subject: | Structural breaks | Time varying parameters | Convergence of experiments | Asymptotic efficiency of tests |
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