A Note on Testing Parameter Constancy in Cointegrated Vector Autoregression : the Case of Near I(2) Processes
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- KURITA Takamitsu
- Fukuoka University
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
Journal
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- Economics Bulletin 29
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Economics Bulletin 29 589-601, 2009
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Details 詳細情報について
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- CRID
- 1010000782012037248
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- Article Type
- journal article
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- Data Source
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- KAKEN