Department of Economics and Business Economics

Timo Teräsvirta

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. / He, Changli; González, Andrés; Teräsvirta, Timo.

In: Econometric Reviews, Vol. 28, No. 1-3, 2009, p. 225-245.

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

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Author

He, Changli ; González, Andrés ; Teräsvirta, Timo. / Testing parameter constancy in stationary vector autoregressive models against continuous change. In: Econometric Reviews. 2009 ; Vol. 28, No. 1-3. pp. 225-245

Bibtex

@article{874c98f0ff5511dda987000ea68e967b,
title = "Testing parameter constancy in stationary vector autoregressive models against continuous change",
abstract = "Udgivelsesdato: January",
author = "Changli He and Andr{\'e}s Gonz{\'a}lez and Timo Ter{\"a}svirta",
year = "2009",
doi = "10.1080/07474930802388041",
language = "English",
volume = "28",
pages = "225--245",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "Taylor & Francis Inc.",
number = "1-3",

}

RIS

TY - JOUR

T1 - Testing parameter constancy in stationary vector autoregressive models against continuous change

AU - He,Changli

AU - González,Andrés

AU - Teräsvirta,Timo

PY - 2009

Y1 - 2009

N2 - Udgivelsesdato: January

AB - Udgivelsesdato: January

U2 - 10.1080/07474930802388041

DO - 10.1080/07474930802388041

M3 - Journal article

VL - 28

SP - 225

EP - 245

JO - Econometric Reviews

T2 - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 1-3

ER -