Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:25, 31 January 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)
0 references
21 August 2000
0 references
cointegration
0 references
subset test
0 references
fully modified estimator
0 references
Brownian motion
0 references
limiting distribution
0 references
Lagrange multiplier-type tests
0 references
