On the identification of time for parameter variabilities

MaRDI QIDQ1075735zbMATH OpenFDO

Authors A. H. Westlund, B. Tornkvist

Publication date 1985

Published in Metron (Search for Journal in Brave)

zbMATH Keywords

structural stabilitystructural variabilitiesCUSUMSQ(R)G)identification of timeMOSUMSQ(R

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Recommendations

• MOSUM tests for parameter constancy
• Monitoring Structural Change
• scientific article; zbMATH DE number 3926053
• Testing for Structural Change in Dynamic Models
• Tests for Parameter Instability and Structural Change With Unknown Change Point

Cited in

(3)

• scientific article; zbMATH DE number 1543364 (Why is no real title available?)
• scientific article; zbMATH DE number 3992727 (Why is no real title available?)
• scientific article; zbMATH DE number 3999094 (Why is no real title available?)

This page was built for publication: On the identification of time for parameter variabilities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1075735)