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subject:"Simulation"
~isPartOf:"Applied economics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Série des documents de travail / Centre de Recherche en Économie et Statistique"
~person:"Andersen, Torben"
~source:"econis"
~subject:"Statistischer Test"
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Andersen, Torben
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Applied economics
Cambridge working papers in economics
Journal of econometrics
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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