Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (Q2181730)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data |
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Likelihood-based tests for parameter constancy in \(I(2)\) CVAR models with an application to fixed-term deposit data (English)
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19 May 2020
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\(I(2)\)
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cointegrated vector autoregressive models
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stability of parameters
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parameter constancy tests
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asymptotic theory
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fixed-term deposit data
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