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 tillämpningar
Publication year: 2005

Authors

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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                version: 3.7
            recordInfo: 
                recordContentSource: du
                recordCreationDate: 2005-04-26
            identifier: http://urn.kb.se/resolve?urn=urn:nbn:se:du-1009
            titleInfo: 
                @attributes: 
                    lang: eng
                title: Testing parameter constancy in unit root autoregressive models against continuous change
            subject: 
                @attributes: 
                    lang: swe
                    authority: du
                topic: Nonlinear Cointegration i Nonlinear Vector autoregressive modeller: teori och tillämpningar
                genre: Research subject
            language: 
                languageTerm: eng
            genre: 
                publication/report
                vet
            note: 
                Published
                2
            name: 
                    @attributes: 
                        type: personal
                    namePart: 
                        He
                        Changli
                    role: 
                        roleTerm: aut
                    @attributes: 
                        type: personal
                    namePart: 
                        Sandberg
                        R.
                    role: 
                        roleTerm: aut
            originInfo: 
                dateIssued: 2005
                publisher: Stockholm School of Economics
                place: 
                    placeTerm: Stockholm
            relatedItem: 
                @attributes: 
                    type: series
                titleInfo: 
                    title: SSE/EFI Working Paper Series in Economics and Finance
                    partNumber: 579
            physicalDescription: 
                form: print
            typeOfResource: text