Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645): Difference between revisions

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Latest revision as of 13:30, 25 July 2024

scientific article
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Test for partial parameter instability in regressions with \(I(1)\) processes
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    Test for partial parameter instability in regressions with \(I(1)\) processes (English)
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    21 August 2000
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    cointegration
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    subset test
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    fully modified estimator
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    Brownian motion
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    limiting distribution
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    Lagrange multiplier-type tests
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