Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466): Difference between revisions
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Revision as of 10:59, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing parameter constancy in linear models against stochastic stationary parameters |
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Testing parameter constancy in linear models against stochastic stationary parameters (English)
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13 February 2000
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lack of identification
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Lagrange multiplier test
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parameter stability
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return to normale
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time varying parameters
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vector autoregressive process
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