Optimal break tests for large linear time series models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Gupta, Abhimanyu, Seo, Myung Hwan
Format:	Preprint
Published:	2025
Subjects:	Econometrics Statistics Theory 62M10, 62G10, 62R07
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2510.12262