Discriminating mean and variance shifts
Year of publication: |
2007-08
|
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Authors: | Santos, Carlos |
Institutions: | Faculdade de Economia e Gestão, Universidade Católica Portuguesa |
Subject: | breaks | mean shift | variance shift | impulse saturation | nuisance parameter |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 14 8 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Dufour, Jean-Marie, (2005)
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DUFOUR, Jean-Marie, (2005)
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Selection on the basis of prior testing
Santos, Carlos, (2008)
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Selection on the basis of prior testing
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Santos, Carlos, (2007)
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The Budgeting of Portuguese Public Museums: a dynamic panel data analysis
Coelho, João, (2008)
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