The Moving-Estimates Test for Parameter Stability

The Moving-Estimates Test for Parameter Stability

Chu, Chia-Shang James, Hornik, Kurt, Kuan, Chung-Ming
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Volume:
11
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s0266466600009695
Date:
August, 1995
File:
PDF, 902 KB
english, 1995
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