Tests for parameter instability in dynamic factor models (Q3453252)
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scientific article; zbMATH DE number 6512599
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| English | Tests for parameter instability in dynamic factor models |
scientific article; zbMATH DE number 6512599 |
Statements
TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (English)
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20 November 2015
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0.9118473529815674
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0.8957563638687134
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0.8838621973991394
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0.8677465915679932
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0.8583427667617798
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