Department of Economics and Business Economics

Timo Teräsvirta

Testing parameter constancy in vector autoregressive models against continuous change

Research output: Research - peer-reviewJournal article

  • School of Economics and Management
Original languageEnglish
JournalEconometrics Journal
Volume9
Pages (from-to)472-491
ISSN1368-4221
StatePublished - 2006

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ID: 3694428