Testing constancy of the error covariance matrix in vector models
| Year of publication: |
2007
|
|---|---|
| Authors: | Eklund, Bruno ; Terasvirta, Timo |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 140.2007, 2, p. 753-780
|
| Publisher: |
Elsevier |