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2000-11-20Buch DOI: 10.18452/3416
On the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
dc.contributor.authorCandelon, Bertrand
dc.contributor.authorLütkepohl, Helmut
dc.date.accessioned2017-06-15T20:55:23Z
dc.date.available2017-06-15T20:55:23Z
dc.date.created2005-09-30
dc.date.issued2000-11-20
dc.identifier.issn1436-1086
dc.identifier.urihttp://edoc.hu-berlin.de/18452/4068
dc.language.isoeng
dc.publisherHumboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/
dc.subjectvector autoregressive processeng
dc.subjectvector error correction modeleng
dc.subjectbootstrapeng
dc.subjectstability testseng
dc.subject.ddc330 Wirtschaft
dc.titleOn the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
dc.typebook
dc.identifier.urnurn:nbn:de:kobv:11-10048217
dc.identifier.doihttp://dx.doi.org/10.18452/3416
local.edoc.container-titleSonderforschungsbereich 373: Quantification and Simulation of Economic Processes
local.edoc.pages14
local.edoc.type-nameBuch
local.edoc.container-typeseries
local.edoc.container-type-nameSchriftenreihe
local.edoc.container-volume2000
local.edoc.container-issue95
local.edoc.container-year2000
local.edoc.container-erstkatid2135319-0

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