readme.dlr.txt
Creators:
David N. DeJong
;
Roman Liesenfeld
;
Jean-François Richard
From the dataset abstract
We propose a strategy for assessing structural stability in time-series frameworks when potential change dates are unknown. Existing stability tests are effective in detecting structural...
Source: Timing structural change: a conditional probabilistic approach (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/6bb17307-d0e3-4094-b34e-d9385ec5eff0/resource/a0b65dc8-7b1c-446d-9f2b-aa08c4f46a33/download/readme.dlr.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
