Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process

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Bibliographic Information

Title
"Testing for coefficient stability of AR(1) model when the null is an integrated or a stationary process"
Statement of Responsibility
Daisuke Nagakura
Publisher
  • Institute for Monetary and Economic Studies, Bank of Japan
Publication Year
  • 2007
Book size
30 cm
Other Title
  • IMES

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Notes

Cover title

Bibliography: p. 18-19

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Details 詳細情報について

  • CRID
    1130000797946714368
  • NII Book ID
    BA84051121
  • Text Lang
    en
  • Country Code
    ja
  • Title Language Code
    en
  • Place of Publication
    • Tokyo
  • Data Source
    • CiNii Books
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