Browsing Discussion papers of interdisciplinary research project 373 / Sonderforschungsbereich 373 by Subject "vector autoregressive process"
Now showing items 1-3 of 3
2000-02-07BuchComparison of Tests for the Cointegrating Rank of a VAR Process with a Structural Shift
2000-11-20BuchOn the Reliability of Chow Type Test for Parameter Constancy in Multivariate Dynamic Models
2001-09-05BuchTesting for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time