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Search: subject:"structural invariance"
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structural invariance
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Robustness of the CUSUM and CUSUM-of-Squares Tests to Serial Correlation, Endogeneity and Lack of
Structural
Invariance
. Some Monte Carlo Evidence
Caporale, Guglielmo Maria
;
Pittis, Nikitas
-
Department of Economics and Finance Research and …
-
2004
(Brown et al., 1975) to serial correlation, endogeneity and lack of
structural
invariance
. Our findings suggest that these …
Persistent link: https://www.econbiz.de/10005764152
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