The maximally selected likelihood ratio test in random coefficient models
Lajos Horváth, Lorenzo Trapani and Jeremy VanderDoes
| Year of publication: |
2024
|
|---|---|
| Authors: | Horváth, Lajos ; Trapani, Lorenzo ; VanderDoes, Jeremy |
| Subject: | Change-point detection | likelihood ratio | random coefficient autoregression |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utae013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357815