Detecting Location Shifts During Model Selection by Step-indicator Saturation

Detecting Location Shifts During Model Selection by Step-indicator Saturation


Type: paper

Castle, J. L., Doornik, J. A., Hendry, D. F. and Pretis F. (2015). `Detecting Location Shifts During Model Selection by Step-indicator Saturation’. Econometrics, 3(2), 240–264


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