Testing for multiple structural changes with non-homogeneous regressors
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Publication:1695659
DOI10.1515/jtse-2012-0019zbMath1462.62724OpenAlexW1574087406MaRDI QIDQ1695659
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: http://gcoe.ier.hit-u.ac.jp/research/discussion/2008/pdf/gd11-227.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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