Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
| Year of publication: |
2009
|
|---|---|
| Authors: | He, Changli ; Terasvirta, Timo ; Gonzalez, Andres |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2009, 1, p. 225-245
|