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On the reliability of Chow-type tests for parameter constancy in multivariate dynamic models

  • Published:2001-11 Issue:2 Volume:73 Page:155-160
  • ISSN:0165-1765
  • Container-title:Economics Letters
  • language:en
  • Short-container-title:Economics Letters

Author:

Candelon Bertrand,Lütkepohl Helmut

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference5 articles.

1. Testing structural stability with endogenous breakpoint: A size comparison of analytic and bootstrap procedures;Diebold,1992

2. Modelling Dynamic Systems using PcFiml 9.0 for Windows;Doornik,1997

3. The bootstrap;Horowitz,2001

4. An empirical analysis of the changing role of the German Bundesbank after 1983;Juselius;Oxford Bulletin of Economics and Statistics,1996

5. Changing monetary transmission mechanisms within the EU;Juselius;Empirical Economics,1998

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