Some tests for parameter constancy in cointegrated VAR‐models (Q4488945): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: PcGive / rank | |||
Normal rank | |||
Revision as of 00:13, 1 March 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
