On Testing Changes in Autoregressive Parameters of a VAR Model (Q4929183)
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scientific article; zbMATH DE number 6175393
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Testing Changes in Autoregressive Parameters of a VAR Model |
scientific article; zbMATH DE number 6175393 |
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On Testing Changes in Autoregressive Parameters of a VAR Model (English)
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13 June 2013
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hypotheses testing
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structural changes
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VAR models
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