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