Estimation and Forecasting in Models with Multiple Breaks
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Publication:5755044
DOI10.1111/j.1467-937X.2007.00436.xzbMath1171.62342OpenAlexW2059618523MaRDI QIDQ5755044
Publication date: 20 August 2007
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-937x.2007.00436.x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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