A Note on Testing Parameter Constancy in Cointegrated Vector Autoregression : the Case of Near I(2) Processes

Bibliographic Information

Title
A Note on Testing Parameter Constancy in Cointegrated Vector Autoregression : the Case of Near I(2) Processes
Author
栗田高光

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Details 詳細情報について

  • CRID
    1010000782012037248
  • Article Type
    journal article
  • Data Source
    • KAKEN

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