Lag length and mean break in stationary VAR models (Q4416014): Difference between revisions

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+MaRDI publication profile
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+On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models.
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+Forecasting Economic Time Series
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+Testing structural stability with endogenous breakpoint. A size comparison of analytic and bootstrap procedures
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+Exact tests in single equation autoregressive distributed lag models
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+OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY
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+Publication:4416014