Testing for structural change in conditional models

DOI10.1016/S0304-4076(99)00068-8zbMath1122.62326WikidataQ128090106 ScholiaQ128090106MaRDI QIDQ1580340

Bruce E. Hansen

Publication date: 13 September 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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