Comments on: Some recent theory for autoregressive count time series
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Volume (Year): 21 (2012)
Issue (Month): 3 (September)
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References listed on IDEAS
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- Andrews, Donald W K, 1993.
"Tests for Parameter Instability and Structural Change with Unknown Change Point,"
Econometric Society, vol. 61(4), pages 821-56, July.
- Donald W.K. Andrews, 1990. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Cowles Foundation Discussion Papers 943, Cowles Foundation for Research in Economics, Yale University.
- Pedro Galeano & Ruey S. Tsay, 2010. "Shifts in Individual Parameters of a GARCH Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 8(1), pages 122-153, Winter.
- Konstantinos Fokianos & Roland Fried, 2010. "Interventions in INGARCH processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(3), pages 210-225, 05.
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