CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493)
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scientific article; zbMATH DE number 6214217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns |
scientific article; zbMATH DE number 6214217 |
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CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (English)
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9 October 2013
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Brownian bridge
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fluctuation test
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GMM estimation
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spatial dependence
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stock returns
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