A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals
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- Jan J. J. Groen & George Kapetanios & Simon Price, 2013.
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More about this item
KeywordsAggregation functional; Fluctuation test; Functional central limit theorem; Monitoring; Nyblom-Hansen test; OLS-based CUSUM test; Parameter instability; Structural change; sup F test;
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