Testing for structural breaks in the KNW model

Additional Metadata
Keywords	KNW model; Affine Term Structure Model; structural break testing; SupLR test
Thesis Advisor	Reuvers, J.W.N.
Persistent URL	hdl.handle.net/2105/62085
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Oostenbrugge, R. van. (2022, June 7). Testing for structural breaks in the KNW model. Econometrie. Retrieved from http://hdl.handle.net/2105/62085

Publication