Testing structural stability with endogenous break point : a size comparison of analytic and bootstrap procedures
Francis X. Diebold and Celia Chen
| Year of publication: |
1993
|
|---|---|
| Authors: | Diebold, Francis X. ; Chen, Celia |
| Publisher: |
Philadelphia, PA |
| Extent: | 49 S. : graph. Darst |
|---|---|
| Series: | Working papers / Federal Reserve Bank of Philadelphia, Economic Research Division. - Philadelphia, Pa. : Reserve Bank, ZDB-ID 1343488-3. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 16 - 17 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000865921