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Critical values and P values of Bessel process distributions : computation and application to structural break tests
Estrella, Arturo - In: Econometric theory 19 (2003) 6, pp. 1128-1143
Persistent link: https://www.econbiz.de/10001818998
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CRITICAL VALUES AND P VALUES OF BESSEL PROCESS DISTRIBUTIONS: COMPUTATION AND APPLICATION TO STRUCTURAL BREAK TESTS
Estrella, Arturo - In: Econometric theory 19 (2003) 6, pp. 1128-1144
Persistent link: https://www.econbiz.de/10006966499