Parametric and Semi-Parametric Efficient Tests for Parameter Instability (Q2815046)

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Parametric and Semi-Parametric Efficient Tests for Parameter Instability
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    Parametric and Semi-Parametric Efficient Tests for Parameter Instability (English)
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    27 June 2016
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    adaptive test
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    asymptotic optimal test
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    parameter instability
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    semiparametric power envelope
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    structural break
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