MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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Publication:2716473
DOI10.1017/S0266466600166022zbMath0967.62067OpenAlexW1995805330WikidataQ57066514 ScholiaQ57066514MaRDI QIDQ2716473
Kurt Hornik, Friedrich Leisch, Chung-Ming Kuan
Publication date: 2 September 2001
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600166022
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)
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