Department of Economics and Business Economics

Timo Teräsvirta

Testing constancy of the error covariance matrix in vector models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Pages (from-to)753-780
Number of pages28
StatePublished - 2007

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ID: 10028120