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Apr 13 2009 |
Takamitsu Kurita |
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A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes |
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Abstract Contact Information Citation Full Text - Note |
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Jan 21 2008 |
Daisuke Nagakura |
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A note on the relationship between the information matrx test and a score test for parameter constancy |
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Abstract Contact Information Citation Full Text - Note |
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