Dear list members,
I use the "Nyblom" statistic (JASA1989) to test for the stability of
model parameters.
I would like to ask if anyone knows about the existence of any
multivariate versions of this statistic or any other extensions.
best regards,
George Christodoulakis
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George Christodoulakis
Department of Economics
Birkbeck College, University of London
7-15 Gresse Street
London W1P 2LL, UK
tel ++44 171 631 6430
fax ++44 171 631 6416
e-mail [log in to unmask]
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