On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
| Year of publication: |
2001
|
|---|---|
| Authors: | Candelon, Bertrand ; Lutkepohl, Helmut |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 73.2001, 2, p. 155-160
|
| Publisher: |
Elsevier |