On Jarque–Bera normality and cusum parameter change tests for BCTT-GARCH models
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DOI: 10.1016/j.econlet.2013.01.013
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More about this item
Keywords
Parameter change; Cusum test; Jarque–Bera test; Normality test; Threshold GARCH model;All these keywords.
JEL classification:
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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