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 articleResearchpeer-review

Standard

Testing constancy of the error covariance matrix in vector models. / Eklund, Bruno; Teräsvirta, Timo.

In: Journal of Econometrics, Vol. 140, 2007, p. 753-780.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

Eklund, B & Teräsvirta, T 2007, 'Testing constancy of the error covariance matrix in vector models' Journal of Econometrics, vol. 140, pp. 753-780.

APA

CBE

Eklund B, Teräsvirta T. 2007. Testing constancy of the error covariance matrix in vector models. Journal of Econometrics. 140:753-780.

MLA

Eklund, Bruno and Timo Teräsvirta. "Testing constancy of the error covariance matrix in vector models". Journal of Econometrics. 2007, 140. 753-780.

Vancouver

Eklund B, Teräsvirta T. Testing constancy of the error covariance matrix in vector models. Journal of Econometrics. 2007;140:753-780.

Author

Eklund, Bruno ; Teräsvirta, Timo. / Testing constancy of the error covariance matrix in vector models. In: Journal of Econometrics. 2007 ; Vol. 140. pp. 753-780

Bibtex

@article{f07296b0c5bb11dc8df0000ea68e967b,
title = "Testing constancy of the error covariance matrix in vector models",
author = "Bruno Eklund and Timo Ter{\"a}svirta",
year = "2007",
language = "English",
volume = "140",
pages = "753--780",
journal = "Journal of Econometrics",
issn = "0304-4076",
publisher = "Elsevier BV",

}

RIS

TY - JOUR

T1 - Testing constancy of the error covariance matrix in vector models

AU - Eklund,Bruno

AU - Teräsvirta,Timo

PY - 2007

Y1 - 2007

M3 - Journal article

VL - 140

SP - 753

EP - 780

JO - Journal of Econometrics

T2 - Journal of Econometrics

JF - Journal of Econometrics

SN - 0304-4076

ER -