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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for partial parameter instability in regressions with \(I(1)\) processes |
scientific article |
Statements
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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