Multivariate methods for monitoring structural change
Year of publication: |
2009-06-08
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Authors: | Groen, Jan J J ; Kapetanios, George ; Price, Simon |
Institutions: | Bank of England |
Subject: | monitoring | structural change | panel | CUSUM | fluctuation test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Bank of England working papers Number 369 38 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C59 - Econometric Modeling. Other |
Source: |
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Multivariate methods for monitoring structural change
Groen, Jan J. J., (2010)
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Multivariate Methods for Monitoring Structural Change
Groen, Jan J.J., (2010)
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