Title :
Testing for Structural Change: Evaluation of the Current Methodologies, a Misspeci 5 cation Testing Perspective and Applications
Author :
Aris Spanos استاد راهنما , Dennis Yang استاد مشاور , Anya McGuirk استاد مشاور , Jeffrey Yau استاد مشاور
University :
Virginia Polytechnic Institute and state University
Keyword :
Maximum Entropy Bootstrap , Non-Stationarity , Parameter/Structural Stability