Testing for parameter instability and structural change in persistent predictive regressions (Q2106367): Difference between revisions
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Revision as of 05:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for parameter instability and structural change in persistent predictive regressions |
scientific article |
Statements
Testing for parameter instability and structural change in persistent predictive regressions (English)
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14 December 2022
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cointegration
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fractional integration
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frequency domain inference
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local spectrum procedure
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parameter instability
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structural change
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volatility forecasting
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