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You searched for "extreme value distribution."

Econometrics Paper
Testing for Structural Stability in the Whole Sample Javier Hidalgo and Myung Hwan Seo
September 2012
Paper No' EM/2013/561:
Read Abstract | Full Paper (pdf)

JEL Classification: C12, C32.


Tags: structural stability; gmm estimation; strong approximation; extreme value distribution.