PREDICTION TESTS FOR STRUCTURAL STABILITY OF MULTIPLE TIME-SERIES

[1] Anderson T., 1984, INTRO MULTIVARIATE S

[2] PREDICTION FROM THE DYNAMIC SIMULTANEOUS EQUATION MODEL WITH VECTOR AUTOREGRESSIVE ERRORS [J]. ECONOMETRICA, 1981, 49 (05) : 1331 - 1337

[3] TESTING FOR THE EFFECTS OF OIL-PRICE RISES USING VECTOR AUTOREGRESSIONS [J]. INTERNATIONAL ECONOMIC REVIEW, 1984, 25 (02) : 459 - 484

[4] ECONOMETRIC EVALUATION OF LINEAR MACROECONOMIC MODELS [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) : 671 - 690

[5] DARBY MR, 1982, AM ECON REV, V72, P738

[6] Judge G.G., 1985, THEORY PRACTICE ECON, V2nd ed

[7] PREDICTION OF MULTIVARIATE TIME-SERIES BY AUTOREGRESSIVE MODEL-FITTING [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (03) : 393 - 411

[8] Lutkepohl H., 1982, Journal of Time Series Analysis, V3, P235, DOI 10.1111/j.1467-9892.1982.tb00346.x

[9] LINEAR TRANSFORMATIONS OF VECTOR ARMA PROCESSES [J]. JOURNAL OF ECONOMETRICS, 1984, 26 (03) : 283 - 293

[10] PREDICTION TESTS FOR STRUCTURAL STABILITY [J]. JOURNAL OF ECONOMETRICS, 1988, 39 (03) : 267 - 296

[1] Anderson T., 1984, INTRO MULTIVARIATE S

[2] PREDICTION FROM THE DYNAMIC SIMULTANEOUS EQUATION MODEL WITH VECTOR AUTOREGRESSIVE ERRORS [J]. ECONOMETRICA, 1981, 49 (05) : 1331 - 1337

[3] TESTING FOR THE EFFECTS OF OIL-PRICE RISES USING VECTOR AUTOREGRESSIONS [J]. INTERNATIONAL ECONOMIC REVIEW, 1984, 25 (02) : 459 - 484

[4] ECONOMETRIC EVALUATION OF LINEAR MACROECONOMIC MODELS [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (04) : 671 - 690

[5] DARBY MR, 1982, AM ECON REV, V72, P738

[6] Judge G.G., 1985, THEORY PRACTICE ECON, V2nd ed

[7] PREDICTION OF MULTIVARIATE TIME-SERIES BY AUTOREGRESSIVE MODEL-FITTING [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1985, 16 (03) : 393 - 411

[8] Lutkepohl H., 1982, Journal of Time Series Analysis, V3, P235, DOI 10.1111/j.1467-9892.1982.tb00346.x

[9] LINEAR TRANSFORMATIONS OF VECTOR ARMA PROCESSES [J]. JOURNAL OF ECONOMETRICS, 1984, 26 (03) : 283 - 293

[10] PREDICTION TESTS FOR STRUCTURAL STABILITY [J]. JOURNAL OF ECONOMETRICS, 1988, 39 (03) : 267 - 296