TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS

Authors
JANSEN ES TERASVIRTA T
Citation
Es. Jansen et T. Terasvirta, TESTING PARAMETER CONSTANCY AND SUPER EXOGENEITY IN ECONOMETRIC EQUATIONS, Oxford bulletin of economics and statistics, 58(4), 1996, pp. 735
Citations number
16
Categorie Soggetti
Social Sciences, Mathematical Methods",Economics,"Mathematical, Methods, Social Sciences","Statistic & Probability","Statistic & Probability
Journal title
Oxford bulletin of economics and statistics → ACNP
ISSN journal
03059049
Volume
58
Issue
4
Year of publication
1996
Database
ISI
SICI code
0305-9049(1996)58:4<735:TPCASE>2.0.ZU;2-7