Some tests for parameter constancy in cointegrated VAR‐models (Q4488945): Difference between revisions
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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 |
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Some tests for parameter constancy in cointegrated VAR‐models (English)
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7 April 2002
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autoregression
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cointegrated vector autoregressive models
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VAR-model
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