On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models
- 30 November 2001
- journal article
- research article
- Published by Elsevier BV in Economics Letters
- Vol. 73 (2), 155-160
- https://doi.org/10.1016/s0165-1765(01)00478-5
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Changing monetary transmission mechanisms within the EUEmpirical Economics, 1998
- AN EMPIRICAL ANALYSIS OF THE CHANGING ROLE OF THE GERMAN BUNDESBANK AFTER 1983Oxford Bulletin of Economics and Statistics, 1996