APGRADIENTTEST: RATS procedure to perform Andrews-Ploberger Structural Break Test for GARCH/Maximum Likelihood
Andrews-Ploberger, Andrews-Quandt tests for structural break in a general maximum likelihood. Andrews, Donald W. K. and Werner Ploberger, "Optimal Tests When a Nuisance Parameter is Present Only Under the Alternative", Econometrica, 1994.
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