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Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change

✍ Scribed by Teräsvirta, Timo; González, Andrés; He, Changli


Book ID
111949208
Publisher
Taylor and Francis Group
Year
2008
Tongue
English
Weight
588 KB
Volume
28
Category
Article
ISSN
0747-4938

No coin nor oath required. For personal study only.


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