A note on tests of partial parameter stability in the cointegrated system (Q1934806)

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A note on tests of partial parameter stability in the cointegrated system
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    title
    A note on tests of partial parameter stability in the cointegrated system (English)
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    author
    Chih-Chiang Hsu
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    publication date
    29 January 2013
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    Mathematics Subject Classification ID
    91B82
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    62F03
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    62M10
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    zbMATH DE Number
    6132414
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    zbMATH Keywords
    cointegration
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    local power analysis
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    partial parameter stability
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