Testing for structural change under non-stationary variances
Year of publication: |
2015
|
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Authors: | Xu, Ke-Li |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 2, p. 274-305
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Subject: | CUSUM test | LM test | Non-monotonic power | Robust tests | Structural change | Volatility break | Strukturbruch | Structural break | Statistischer Test | Statistical test | Volatilität | Volatility | Schätztheorie | Estimation theory |
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