A note on monitoring time-varying parameters in an autoregression
Year of publication: |
2003
|
---|---|
Authors: | Carsoule, Frédéric ; Franses, Philip |
Published in: |
Metrika. - Springer. - Vol. 57.2003, 1, p. 51-62
|
Publisher: |
Springer |
Subject: | Structural change | autoregression | misspecification test |
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