CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns
Version of Record online: 7 DEC 2012
© 2012 Wiley Publishing Ltd
Journal of Time Series Analysis
Volume 34, Issue 2, pages 221–229, March 2013
How to Cite
Wied, D. (2013), CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns. Journal of Time Series Analysis, 34: 221–229. doi: 10.1111/jtsa.12006
- Issue online: 21 FEB 2013
- Version of Record online: 7 DEC 2012
- First version received July 2012
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