Testing parameter constancy in unit root autoregressive models against continuous change
Document identifier: oai:dalea.du.se:1009
Keyword: Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningarPublication year: 2005Authors
Changli He
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R. Sandberg
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header:
identifier: oai:dalea.du.se:1009
datestamp: 2021-04-15T12:14:59Z
setSpec: SwePub-du
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recordInfo:
recordContentSource: du
recordCreationDate: 2005-04-26
identifier: http://urn.kb.se/resolve?urn=urn:nbn:se:du-1009
titleInfo:
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lang: eng
title: Testing parameter constancy in unit root autoregressive models against continuous change
subject:
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lang: swe
authority: du
topic: Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningar
genre: Research subject
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languageTerm: eng
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publication/report
vet
note:
Published
2
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He
Changli
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Sandberg
R.
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originInfo:
dateIssued: 2005
publisher: Stockholm School of Economics
place:
placeTerm: Stockholm
relatedItem:
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type: series
titleInfo:
title: SSE/EFI Working Paper Series in Economics and Finance
partNumber: 579
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form: print
typeOfResource: text