Coefficient constancy test in generalized random coefficient autoregressive model (Q2511701)

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Coefficient constancy test in generalized random coefficient autoregressive model
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    Coefficient constancy test in generalized random coefficient autoregressive model (English)
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    6 August 2014
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    generalized random coefficient autoregressive model
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    testing the coefficient constancy
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    conditional least-squares estimator
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    empirical likelihood
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    estimating equation
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