Exact tests for structural change in first-order dynamic models
Year of publication: |
1996
|
---|---|
Authors: | Dufour, Jean-Marie ; Kiviet, Jan F. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 70.1996, 1, p. 39-68
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Exact inference methods for first-order autoregressive distributed lag models
Dufour, Jean-Marie, (1995)
-
Exact tests for structural change in first-order dynamic models
Dufour, Jean-Marie, (1995)
-
Exact tests in single equation autoregressive distributed lag models
Kiviet, J. F., (1995)
- More ...