Testing parameter constancy in linear models against stochastic stationary parameters:
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Bibliographic Details
Main Authors: Teräsvirta, Timo 1941- (Author), Lin, Chien-Fu (Author)
Format: Book
Language:English
Published: Berlin 1995
Series:Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 1995,28
Physical Description:33 S.