Testing for parameter instability and structural change in persistent predictive regressions (Q2106367)
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scientific article; zbMATH DE number 7633044
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| English | Testing for parameter instability and structural change in persistent predictive regressions |
scientific article; zbMATH DE number 7633044 |
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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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