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Predictive tests for structural change with unknown breakpoint

Eric Ghysels (), Alain Guay () and Alastair Hall

Journal of Econometrics, 1998, vol. 82, issue 2, 209-233

Date: 1998
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Related works:
Working Paper: Predictive Tests for Structural Change with Unknown Breakpoint (1995) Downloads
Working Paper: Predictive Tests for Structural Change with Unknown Breakpoint (1995) Downloads
Working Paper: Predictive Tests for Structural Change with Unknown Breakpoint (1995)
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