Generic consistency of the break‐point estimator under specification errors
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Publication:4439304
DOI10.1111/1368-423X.00106zbMath1032.62018MaRDI QIDQ4439304
Publication date: 2003
Published in: The Econometrics Journal (Search for Journal in Brave)
62F12: Asymptotic properties of parametric estimators
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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Cites Work