Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions

Publikation: Working paper › Forskning › peer review

Originalsprog	Engelsk
Udgivelsessted	Cambridge, MA
Udgiver	National Bureau of Economic Research (NBER)
Antal sider	42
DOI	https://doi.org/10.3386/w28570
Status	Udgivet - 2021

Navn	National Bureau of Economic Research. Working Paper Series
Nummer	28570
ISSN	0898-2937

Adgang til dokumentet

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title = "Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions",

author = "Andersen, {Torben G.} and Varneskov, {Rasmus T.}",

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