Structural stability tests with unknown breakpoint for the efficient method of moments with application to stochastic volatility models

Authors
  • P.J. van der Sluis
Publication date 1998
Journal Discussion paper - Tinbergen Institute
Volume | Issue number TI98-055/4
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Article
Permalink to this page
Back