Relevant parameter changes in structural break models

Arnaud Dufays () and Jeroen V.K. Rombouts
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Arnaud Dufays: UNamur - Université de Namur [Namur] = University of Namur

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Date: 2020-07
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Published in Journal of Econometrics, 2020, 217 (1), pp.46-78. ⟨10.1016/j.jeconom.2019.10.008⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05783319

DOI: 10.1016/j.jeconom.2019.10.008

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