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TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS

Author:
Xu Han
,
Atsushi Inoue
Year
: 2014
DOI: 10.1017/s0266466614000486
URI: https://libsearch.um.ac.ir:443/fum/handle/fum/1358865
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    TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS

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contributor authorXu Han
contributor authorAtsushi Inoue
date accessioned2020-03-13T16:16:44Z
date available2020-03-13T16:16:44Z
date issued2014
identifier otherxHvTYIjwzQLXx5YN5GZAOvxW6LVppR6fwomvFEYYW29ew8vf9a.pdf
identifier urihttps://libsearch.um.ac.ir:443/fum/handle/fum/1358865
formatgeneral
languageEnglish
titleTESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS
typeJournal Paper
contenttypeFulltext
contenttypeFulltext
identifier padid10053109
identifier doi10.1017/s0266466614000486
journal titleEconometric Theory
coverageAcademic
pages1-36
filesize246839
citations0
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