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scientific article; zbMATH DE number 762936
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English | No label defined |
scientific article; zbMATH DE number 762936 |
Statements
19 September 1995
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Lagrange multiplier test
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testing for coefficient stability
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cointegrating regressions
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time series models
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limit distribution
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stochastic bridge process
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subset coefficient stability tests
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simulation studies
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size
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power
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