Testing for parameter stability in dynamic models across frequencies

B. Candelon, G. Cubadda

Research output: Working paper / PreprintWorking paper

451 Downloads (Pure)
Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages18
DOIs
Publication statusPublished - 1 Jan 2005

Publication series

SeriesMETEOR Research Memorandum
Number021

Cite this