Testing for structural breaks in time series regressions with heavy-tailed disturbances
Stefan Mittnik, Svetlozar T. Rachev and Gennady Samorodnitsky
| Year of publication: |
2000
|
|---|---|
| Authors: | Mittnik, Stefan ; Račev, Svetlozar T. ; Samorodnitsky, Gennady |
| Published in: |
Datamining und computational finance : Ergebnisse des 7. Karsruher Ökonometrie-Workshops. - Heidelberg : Physica-Verl., ISBN 3-7908-1284-6. - 2000, p. 115-142
|
| Subject: | CUSUM test | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | In: Datamining und computational finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001484303