A note on monitoring time-varying parameters in an autoregression (Q745379)
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scientific article; zbMATH DE number 6493871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on monitoring time-varying parameters in an autoregression |
scientific article; zbMATH DE number 6493871 |
Statements
A note on monitoring time-varying parameters in an autoregression (English)
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14 October 2015
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structural change
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autoregression
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misspecification test
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