OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
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Publication:3375347
DOI10.1017/S0266466605050486zbMath1081.62110MaRDI QIDQ3375347
Publication date: 8 March 2006
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
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