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://jda-test.zbw.eu/dataset/8e005602-dbf0-46e5-aba2-899c0637ab13/resource/5b72ffbc-363e-4a2c-88e4-79472155a72b/download/readme.dlr.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
