Parametric and semi-parametric efficient tests for parameter instability (Q2815046)

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scientific article; zbMATH DE number 6598563
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Parametric and semi-parametric efficient tests for parameter instability
scientific article; zbMATH DE number 6598563

    Statements

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    27 June 2016
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    adaptive test
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    asymptotic optimal test
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    parameter instability
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    semiparametric power envelope
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    structural break
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    Parametric and semi-parametric efficient tests for parameter instability (English)
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