On the reliability of chow type test for parameter constancy in multivariate dynamic models
Year of publication: |
2000
|
---|---|
Authors: | Candelon, Bertrand ; Lütkepohl, Helmut |
Institutions: | Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät |
Subject: | vector autoregressive process | vector error correction model | bootstrap | stability tests |
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