Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
Year of publication: |
2009
|
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Authors: | He, Changli ; Terasvirta, Timo ; Gonzalez, Andres |
Published in: |
Econometric Reviews. - Taylor & Francis Journals, ISSN 0747-4938. - Vol. 28.2009, 1-3, p. 225-245
|
Publisher: |
Taylor & Francis Journals |
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