Some tests for parameter constancy in cointegrated VAR‐models (Q4488945)
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scientific article; zbMATH DE number 1471861
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| English | Some tests for parameter constancy in cointegrated VAR‐models |
scientific article; zbMATH DE number 1471861 |
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Some tests for parameter constancy in cointegrated VAR‐models (English)
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7 April 2002
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autoregression
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cointegrated vector autoregressive models
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VAR-model
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0.9158181
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0.90736115
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0.90629774
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0.90524256
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0.9051481
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0.90456104
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0.90277505
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