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  • Search: subject:"Local spectrum procedure"
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Cointegration 1 Estimation 1 Estimation theory 1 Forecasting model 1 Fractional integration 1 Frequency domain inference 1 Kointegration 1 Local spectrum procedure 1 Parameter instability 1 Prognoseverfahren 1 Schätztheorie 1 Schätzung 1 Structural break 1 Structural change 1 Strukturbruch 1 Strukturwandel 1 Time series analysis 1 VAR model 1 VAR-Modell 1 Volatility 1 Volatility forecasting 1 Volatilität 1 Zeitreihenanalyse 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Andersen, Torben 1 Varneskov, Rasmus Tangsgaard 1
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Journal of econometrics 1
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ECONIS (ZBW) 1
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Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 231 (2022) 2, pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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