Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Year of publication: |
2010
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Authors: | Kim, Dukpa |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 26.2010, 4, p. 994-1031
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Subject: | Schätztheorie | Estimation theory | Kleinste-Quadrate-Methode | Least squares method | Zeitreihenanalyse | Time series analysis |
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