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The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence.

Felix ChanLaurent L. PauwelsJohnathan Wongsosaputro
Published in: Math. Comput. Simul. (2013)
Keyphrases
  • monte carlo
  • simulation study
  • monte carlo simulation
  • stochastic approximation
  • adaptive sampling
  • probabilistic model
  • parameter estimation
  • decision problems