Least squares estimation and tests of breaks in mean and variance under misspecification
Pitarakis, Jean Yves
Least squares estimation and tests of breaks in mean and variance under misspecification J5709 2004 - 2004 - 32-54 V. 07 Issue. 1
Econometrics
Structural breaks;Misspecification;Variance shifts;Bootstrapping;
Least squares estimation and tests of breaks in mean and variance under misspecification J5709 2004 - 2004 - 32-54 V. 07 Issue. 1
Econometrics
Structural breaks;Misspecification;Variance shifts;Bootstrapping;