A note on tests of partial parameter stability in the cointegrated system (Q1934806): Difference between revisions
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| Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank | |||
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| Property / cites work: Testing for structural breaks in cointegrated relationships / rank | |||
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| Property / cites work: Structural changes in the cointegrated vector autoregressive model / rank | |||
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| Property / cites work: Distinguishing between trend-break models: method and empirical evidence / rank | |||
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| Property / cites work: Test for partial parameter instability in regressions with \(I(1)\) processes / rank | |||
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| Property / cites work: Stability tests in error correction models / rank | |||
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Latest revision as of 04:16, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on tests of partial parameter stability in the cointegrated system |
scientific article |
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A note on tests of partial parameter stability in the cointegrated system (English)
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29 January 2013
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cointegration
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local power analysis
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partial parameter stability
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