Testing parameter constancy and super exogeneity in econometric equations
Year of publication: |
1996
|
---|---|
Authors: | Jansen, Eilev S. |
Other Persons: | Teräsvirta, Timo (contributor) |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 58.1996, 4, p. 737-763
|
Subject: | Schätztheorie | Estimation theory | Theorie | Theory |
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Interpolation and backdating with a large information set
Angelini, Elena, (2003)
- More ...
-
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S., (1995)
-
Testing parameter constancy and super exogeneity in econometric equations
Jansen, Eilev S., (1995)
-
Testing Parameter Constancy and Super Exogeneity in Econometric Equations
Jansen, Eilev S., (1996)
- More ...