Testing parameter constancy in linear models against stochastic stationary parameters
Year of publication: |
1999
|
---|---|
Authors: | Lin, Chien-fu Jeff ; Teräsvirta, Timo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 90.1999, 2, p. 193-213
|
Subject: | Statistischer Test | Statistical test | Theorie | Theory | Autokorrelation | Autocorrelation |
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