Investigating time-variation in the marginal predictive power of the yield spread (Q844643): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+DETERMINING THE BANDWIDTH OF A KERNEL SPECTRUM ESTIMATE
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+Testing for the Constancy of Parameters Over Time
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+Publication:844643