Department of Economics and Business Economics

Testing parameter constancy in stationary vector autoregressive models against continuous change

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

    Changli He, Dalarna University, SwedenAndrés González, Banco de la República, Colombia
  • Timo Teräsvirta
  • School of Economics and Management
Udgivelsesdato: January
Original languageEnglish
JournalEconometric Reviews
Issue number1-3
Pages (from-to)225-245
Publication statusPublished - 2009

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