On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
Year of publication: |
2001
|
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Authors: | Candelon, Bertrand ; Lütkepohl, Helmut |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 73.2001, 2, p. 155-160
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Subject: | Statistischer Test | Statistical test | Multivariate Analyse | Multivariate analysis | VAR-Modell | VAR model | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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