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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chu, Chia-shang James"
~subject:"Estimation theory"
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Chu, Chia-shang James
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Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Multiple hypothesis test for parameter constancy based on recursive residuals
Chu, Chia-shang James
- In:
Econometric reviews
16
(
1997
)
3
,
pp. 353-360
Persistent link: https://www.econbiz.de/10001225567
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Detecting parameter shift in GARCH models
Chu, Chia-shang James
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 241-266
Persistent link: https://www.econbiz.de/10001180038
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