Recursive stability analysis of linear regression relationships. An exploratory methodology
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Publication:1051384
DOI10.1016/0304-4076(82)90050-1zbMath0514.62117OpenAlexW1938326405MaRDI QIDQ1051384
Publication date: 1982
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(82)90050-1
predictionmodel validationstructural changesignificance testsrecursive estimationrecursive residualsexploratory analysisstability of linear regression relationships
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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