Testing for Parameter Instability in Competing Modeling Frameworks

F. Calvori, D.D. Creal, S.J. Koopman, A. Lucas

Research output: Working paperProfessional

Original languageEnglish
Place of PublicationAmsterdam
PublisherTinbergen Institute
Number of pages42
Publication statusPublished - 2014

Publication series

NameTI Discussion Paper
No.14-010/IV/71

Cite this

Calvori, F., Creal, D. D., Koopman, S. J., & Lucas, A. (2014). Testing for Parameter Instability in Competing Modeling Frameworks. (TI Discussion Paper; No. 14-010/IV/71). Amsterdam: Tinbergen Institute.
Calvori, F. ; Creal, D.D. ; Koopman, S.J. ; Lucas, A. / Testing for Parameter Instability in Competing Modeling Frameworks. Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; 14-010/IV/71).
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Calvori, F, Creal, DD, Koopman, SJ & Lucas, A 2014 'Testing for Parameter Instability in Competing Modeling Frameworks' TI Discussion Paper, no. 14-010/IV/71, Tinbergen Institute, Amsterdam.

Testing for Parameter Instability in Competing Modeling Frameworks. / Calvori, F.; Creal, D.D.; Koopman, S.J.; Lucas, A.

Amsterdam : Tinbergen Institute, 2014. (TI Discussion Paper; No. 14-010/IV/71).

Research output: Working paperProfessional

TY - UNPB

T1 - Testing for Parameter Instability in Competing Modeling Frameworks

AU - Calvori, F.

AU - Creal, D.D.

AU - Koopman, S.J.

AU - Lucas, A.

PY - 2014

Y1 - 2014

M3 - Working paper

T3 - TI Discussion Paper

BT - Testing for Parameter Instability in Competing Modeling Frameworks

PB - Tinbergen Institute

CY - Amsterdam

ER -

Calvori F, Creal DD, Koopman SJ, Lucas A. Testing for Parameter Instability in Competing Modeling Frameworks. Amsterdam: Tinbergen Institute. 2014. (TI Discussion Paper; 14-010/IV/71).