Markov Breaks in Regression Models

DOI10.1515/1941-1928.1111zbMath1266.91080OpenAlexW89721427MaRDI QIDQ4928551

Aaron Smith

Publication date: 14 June 2013

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

Full work available at URL: https://doi.org/10.1515/1941-1928.1111

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99) Economic time series analysis (91B84)

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