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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.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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