Testing for Time-Varying Properties Under Misspecified Conditional Mean and Variance
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-020-10014-4.pdf
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4. Becker, R., & Hurn, S. (2009). Testing for nonlinearity in mean in the presence of heteroskedasticity. Economic Analysis & Policy, 39, 313–326.
5. Boldea, O., Cornea-Madeira, A., & Hall, A. R. (2019). Bootstrapping structural change tests. Journal of Econometrics, 213, 359–397.
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