Testing for structural breaks in time series regressions with heavy-tailed disturbances
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Author
Mittnik, S.
Rachev, S. T.
Samorodnitsky, G.
Abstract
Testing for structural breaks in time series regressions with heavy-tailed disturbances
Date Issued
1998-10
Publisher
Cornell University Operations Research and Industrial Engineering
Keywords
Previously Published as
1224
Type
technical report