Testing parameter constancy in unit root autoregressive models against continuous change

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Testing parameter constancy in unit root autoregressive models against continuous change

Rickard Sandberg

2004

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Title: Testing parameter constancy in unit root autoregressive models against continuous change
Creators - without role: Rickard Sandberg - Stockholm School of Economics, {Historical} Center for Economic Statistics
Identifiers: 991001480787106056
Academic Unit: {Historical} Center for Economic Statistics
Language: English
Resource Type: Other