Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions

Research output: Working paper › Research › peer-review

Original language	English
Place of Publication	Cambridge, MA
Publisher	National Bureau of Economic Research (NBER)
Number of pages	42
DOIs	https://doi.org/10.3386/w28570
Publication status	Published - 2021

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

Access to Document

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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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