Some tests for parameter constancy in cointegrated VAR‐models (Q4488945): Difference between revisions
From MaRDI portal
Changed an Item |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1111/1368-423x.00035 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2106972544 / rank | |||
Normal rank | |||
Latest revision as of 10:39, 30 July 2024
scientific article; zbMATH DE number 1471861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some tests for parameter constancy in cointegrated VAR‐models |
scientific article; zbMATH DE number 1471861 |
Statements
Some tests for parameter constancy in cointegrated VAR‐models (English)
0 references
7 April 2002
0 references
autoregression
0 references
cointegrated vector autoregressive models
0 references
VAR-model
0 references
