Advanced search
Publication Cover
Econometric Reviews Volume 28, 2008 - Issue 1-3
Submit an article Journal homepage
294
Views
9
CrossRef citations to date
0
Altmetric
Original Articles

Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change

Changli He Department of Economics and Social Sciences, Dalarna University, Falun, Sweden; Department of Statistics, Tianjin University of Finance and Economics, Tianjin, China
,
Timo Teräsvirta CREATES, University of Aarhus, Aarhus, Denmark; Department of Economic Statistics, Stockholm School of Economics, Stockholm, SwedenCorrespondence[email protected]
&
Andrés González Departamento de Modelos Macroeconómicos, Banco de la República, Bogotá, Colombia
Pages 225-245 | Published online: 23 Dec 2008

Citations (9)

Keep up to date with the latest research on this topic with citation updates for this article.

Subscribe to citation updates

Read on this site (1)

Rajagopal. (2011) Determinants of Shopping Behavior of Urban Consumers. Journal of International Consumer Marketing 23:2, pages 83-104.
Read now

Articles from other publishers (8)

Marie Hušková, Zuzana Prášková & Josef G. Steinebach. (2021) Estimating a gradual parameter change in an AR(1)-process. Metrika 85:7, pages 771-808.
Crossref
Barry K. Goodwin, Matthew T. Holt & Jeffrey P. Prestemon. (2019) Nonlinear exchange rate pass-through in timber products: The case of oriented strand board in Canada and the United States. The North American Journal of Economics and Finance 50, pages 100989.
Crossref
Ji-Eun Choi & Dong Wan Shin. (2019) Moving block bootstrapping for a CUSUM test for correlation change. Computational Statistics & Data Analysis 135, pages 95-106.
Crossref
Ting Zhang & Wei Biao Wu. (2015) Time-varying nonlinear regression models: Nonparametric estimation and model selection. The Annals of Statistics 43:2.
Crossref
Kirstin Hubrich & Timo Teräsvirta. 2014. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims. Var Models in Macroeconomics - New Developments and Applications: Essays in Honor of Christopher A. Sims 273 326 .
Kirstin Hubrich & Timo Teräsvirta. 2013. VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims 273 326 .
Luís Ricardo Maertens Odria, Paul Castillo & Gabriel Rodriguez. (2012) Does the exchange rate pass-through into prices change when inflation targeting is adopted? The Peruvian case study between 1994 and 2007. Journal of Macroeconomics 34:4, pages 1154-1166.
Crossref
Dr. Rajagopal. (2009) Determinants of Shopping Behavior of Urban Consumers. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.