Monitoring structural change in dynamic econometric models
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"Multivariate Methods For Monitoring Structural Change,"
Journal of Applied Econometrics,
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- Blake LeBaron, 2013. "Heterogeneous Agents and Long Horizon Features of Asset Prices," Working Papers 63, Brandeis University, Department of Economics and International Businesss School, revised Sep 2013.
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- Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016.
"The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach,"
Emerging Markets Finance and Trade,
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