Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466): Difference between revisions

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Revision as of 20:42, 28 May 2024

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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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