Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions
Year of publication: |
2020
|
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Authors: | Andersen, Torben |
Other Persons: | Varneskov, Rasmus Tangsgaard (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Strukturbruch | Structural break | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Kointegration | Cointegration | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 30, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3626692 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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