Department of Economics and Business Economics

Timo Teräsvirta

Testing parameter constancy in vector autoregressive models against continuous change

Research output: Research - peer-reviewJournal article

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Testing parameter constancy in vector autoregressive models against continuous change. / Strikholm, Birgit; Teräsvirta, Timo.

In: Econometrics Journal, Vol. 9, 2006, p. 472-491.

Research output: Research - peer-reviewJournal article

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Author

Strikholm, Birgit ; Teräsvirta, Timo. / Testing parameter constancy in vector autoregressive models against continuous change. In: Econometrics Journal. 2006 ; Vol. 9. pp. 472-491

Bibtex

@article{57124200c00711dbbee902004c4f4f50,
title = "Testing parameter constancy in vector autoregressive models against continuous change",
author = "Birgit Strikholm and Timo Teräsvirta",
year = "2006",
volume = "9",
pages = "472--491",
journal = "Econometrics Journal",
issn = "1368-4221",
publisher = "Wiley-Blackwell Publishing Ltd.",

}

RIS

TY - JOUR

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

AU - Strikholm,Birgit

AU - Teräsvirta,Timo

PY - 2006

Y1 - 2006

M3 - Journal article

VL - 9

SP - 472

EP - 491

JO - Econometrics Journal

T2 - Econometrics Journal

JF - Econometrics Journal

SN - 1368-4221

ER -