Testing for structural change in conditional models

DOI10.1016/S0304-4076(99)00068-8MaRDI QIDQ1580340zbMATH OpenWikidataFDO

Authors Bruce E. Hansen

Publication date 13 September 2000

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL http://fmwww.bc.edu/EC-P/wp310.pdf

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

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