Le Changement Structurel Dans Un Environnement Mémoire Longue
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Keywords
Break dates; dynamic programming; hypothesis testing; long memory; model selection; multiple regimes; penalized least-squares estimate; pure structural change.; Changement structurel pur; dates de ruptures; estimation des moindres carrés pénalisés; tests d'hypothèses; mémoire longue; programmation dynamique; régimes multiples; sélection de modèle; tests d'hypothèses.;All these keywords.
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