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Showing 1 to 1 of 1 for “"Parameter/Structural Stability"”.
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Testing for Structural Change: Evaluation of the Current Methodologies, a Misspecification Testing Perspective and Applications
… been renewed interest in testing and modeling structural breaks. The focus of my dissertation is on testing for departures from stationarity in a broader framework where unit root, mean trends and structural break non-stationarity constitute only a small subset of the possible forms of …