Neglecting Parameter Changes in Autoregressive Models
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Bibliographic InfoPaper provided by Department of Economics, Louisiana State University in its series Departmental Working Papers with number 2004-04.
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2004-09-30 (All new papers)
- NEP-ECM-2004-09-30 (Econometrics)
- NEP-ETS-2004-09-30 (Econometric Time Series)
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