Testing for parameter instability in predictive regression models
| Autor: | Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert |
|---|---|
| Zdroj: | In Journal of Econometrics May 2018 204(1):101-118 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
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| Autor: | Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert |
|---|---|
| Zdroj: | In Journal of Econometrics May 2018 204(1):101-118 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect