On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models

Economics Letters

Volumn 73, Issue 2, 2001, Pages 155-160

  Candelon, Bertrand ^a   Lütkepohl, Helmut ^a  

^a HUMBOLDT UNIVERSITY   (Germany)

Author keywords

Bootstrap; C32; E41; E43; Stability tests; Vector autoregressive process; Vector error correction model

Indexed keywords

EID: 0035640542     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00478-5     Document Type: Article

References (5)

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