The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
- Rodrigues, P.M.M.
- Rubia, A.
ISSN: 0305-9049, 1468-0084
Ano de publicación: 2011
Volume: 73
Número: 4
Páxinas: 449-468
Tipo: Artigo
Revista:
Oxford Bulletin of Economics and Statistics