The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance

  1. Rodrigues, P.M.M.
  2. Rubia, A.
Journal:
Oxford Bulletin of Economics and Statistics

ISSN: 0305-9049,  1468-0084

Year of publication: 2011

Volume: 73

Issue: 4

Pages: 449-468

Type: Article

DOI: 10.1111/J.1468-0084.2010.00621.X GOOGLE SCHOLAR
Data source: Scopus