Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
| Year of publication: |
2008
|
|---|---|
| Authors: | He, Changli ; Tersvirta, Timo ; Gonzlez, Andrs |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 28.2008, 1 (18.11.), p. 225-246
|