Stochastic Permanent Breaks
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/003465399558382
Reference20 articles.
1. Laws of Large Numbers for Dependent Non-Identically Distributed Random Variables
2. Tests for Parameter Instability and Structural Change With Unknown Change Point
3. Optimal changepoint tests for normal linear regression
4. Cointegration and stock prices
5. Stock market efficiency, the small firm effect and cointegration
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