Detecting structural change with heteroskedasticity (Q4595835)
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scientific article; zbMATH DE number 6816064
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Detecting structural change with heteroskedasticity |
scientific article; zbMATH DE number 6816064 |
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Detecting structural change with heteroskedasticity (English)
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6 December 2017
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bootstrap
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heteroskedasticity
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regime shift
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0.7648553252220154
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0.7559502124786377
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0.7553218603134155
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0.7535988092422485
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