Testing for parameter instability and structural change in persistent predictive regressions
| Autor: | Andersen, Torben G., Varneskov, Rasmus T. |
|---|---|
| Zdroj: | In Journal of Econometrics December 2022 231(2):361-386 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Andersen, Torben G., Varneskov, Rasmus T. |
|---|---|
| Zdroj: | In Journal of Econometrics December 2022 231(2):361-386 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect