An identification‐robust test for time‐varying parameters in the dynamics of energy prices

Jean-Thomas Bernard (), Jean-Marie Dufour (), Lynda Khalaf and Maral Kichian

Journal of Applied Econometrics, 2012, vol. 27, issue 4, 603-624

Date: 2012
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http://hdl.handle.net/10.1002/jae.1213

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Working Paper: An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices (2011)
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