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scientific article; zbMATH DE number 47261
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    scientific article; zbMATH DE number 47261

      Statements

      17 September 1992
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      Granger causality. Econometrics
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      Structural change
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      standard linear regression model
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      time series
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      annotated bibliography
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      CUSUM-test
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      lagged dependent variables
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      Chow-test
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      heteroskedasticity
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      nonlinear regression model
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      F-test
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      switching regression model
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      change points
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      energy demand equations
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      initial value problem
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      random walk models
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      testing coefficient constancy
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      transformations
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      exact goodness- of-fit test
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      robust Bayesian analysis
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      stability assumption
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      causality tests
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      money-income problem
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      sequential approach
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      test for structural change
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      econometric models
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      parameter instability
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