Diagnostic test for structural change in cointegrated regression models (Q1351725): Difference between revisions
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| Property / author: Q1351722 / rank | |||
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| Property / author: Brett A. Inder / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / OpenAlex ID: W2129295351 / rank | |||
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| Property / cites work | |||
| Property / cites work: Q4015741 / rank | |||
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| Property / cites work: Optimal Inference in Cointegrated Systems / rank | |||
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| Property / cites work: Multiple Time Series Regression with Integrated Processes / rank | |||
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| Property / cites work | |||
| Property / cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes / rank | |||
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| Property / cites work | |||
| Property / cites work: The Cusum Test with Ols Residuals / rank | |||
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Latest revision as of 10:11, 27 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diagnostic test for structural change in cointegrated regression models |
scientific article |
Statements
Diagnostic test for structural change in cointegrated regression models (English)
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27 February 1997
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Structural change
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Cointegration
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Fully modified ordinary least squares
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CUSUM test
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