Testing for parameter instability and structural change in persistent predictive regressions (Q2106367)
From MaRDI portal
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)
0 references
14 December 2022
0 references
cointegration
0 references
fractional integration
0 references
frequency domain inference
0 references
local spectrum procedure
0 references
parameter instability
0 references
structural change
0 references
volatility forecasting
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
