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Some tests for parameter constancy in cointegrated VAR‐models
Home
Publications
Some tests for parameter constancy in cointegrated VAR‐models
Some tests for parameter constancy in cointegrated VAR‐models
Henrik Hansen
Henrik Hansen
Søren Johansen
Søren Johansen
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1 December 1999
journal article
Published by
Oxford University Press (OUP)
in
The Econometrics Journal
Vol. 2
(2)
,
306-333
https://doi.org/10.1111/1368-423x.00035
Abstract
No abstract available
Keywords
COINTEGRATION
EIGENVALUES
FLUCTUATION TEST
PARAMETER CONSTANCY
Cited by 362 articles