On testing changes in autoregressive parameters of a VAR model (Q4929183)
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scientific article; zbMATH DE number 6175393
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| English | On testing changes in autoregressive parameters of a VAR model |
scientific article; zbMATH DE number 6175393 |
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On Testing Changes in Autoregressive Parameters of a VAR Model (English)
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13 June 2013
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hypotheses testing
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structural changes
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VAR models
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0.8729137778282166
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0.8341754078865051
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0.8301510810852051
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0.8277888298034668
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