Detecting structural change with heteroskedasticity (Q4595835)
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scientific article; zbMATH DE number 6816064
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting structural change with heteroskedasticity |
scientific article; zbMATH DE number 6816064 |
Statements
Detecting structural change with heteroskedasticity (English)
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6 December 2017
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bootstrap
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heteroskedasticity
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regime shift
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