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Research Details
Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions
Type
Working Paper
Author(s)
Torben Andersen, Rasmus Tangsgaard Varneskov
Date Published
2021
Citations
Andersen, Torben, and Rasmus Tangsgaard Varneskov. 2021. Testing for Parameter Instability and Structural Change in Persistent Predictive Regressions.
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