Testing for Structural Breaks at Unknown Time: A Steeplechase
Year of publication: |
2010-09
|
---|---|
Authors: | El-Shagi, Makram ; Giesen, Sebastian |
Institutions: | Institut für Wirtschaftsforschung Halle (IWH) |
Subject: | structural breaks | heteroscedasticity | skewness | kurtosis | Monte Carlo study |
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