Implementing the fluctuation and moving-estimates tests in dynamic econometric models (Q1327933): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A new test for structural stability in the linear regression model / rank | |||
Normal rank | |||
Latest revision as of 15:44, 22 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implementing the fluctuation and moving-estimates tests in dynamic econometric models |
scientific article |
Statements
Implementing the fluctuation and moving-estimates tests in dynamic econometric models (English)
0 references
3 July 1994
0 references
tests for the constancy of regression coefficients
0 references
fluctuation test
0 references
size distortion
0 references
high autocorrelations
0 references
modified versions
0 references
moving- estimates tests
0 references
empirical sizes
0 references
