Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (Q3615086)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change |
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Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change (English)
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17 March 2009
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econometric modelling
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misspecification test
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parameter stability
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smooth transition
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structural break
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martingale difference sequence
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simulations
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