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Optimal tests for nested model selection with underlying parameter instability
Rossi, Barbara - In: Econometric theory 21 (2005) 5, pp. 962-990
Persistent link: https://www.econbiz.de/10003101950
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OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
Rossi, Barbara - In: Econometric theory 21 (2005) 5, pp. 962-990
Persistent link: https://www.econbiz.de/10006958469