On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
| Year of publication: |
2001
|
|---|---|
| Authors: | Candelon, Bertrand ; Lütkepohl, Helmut |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 73.2001, 2, p. 155-160
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