A test of a disequilibrium model

DOI10.1016/0304-4076(80)90059-7MaRDI QIDQ1142002zbMATH OpenOpenAlexFDO

Authors Hae Shin Hwang

Publication date 1980

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(80)90059-7

zbMATH Keywords

cusum of squares testsstability of regressiontest of disequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Cites work

• scientific article; zbMATH DE number 3502628 (Why is no real title available?)
• scientific article; zbMATH DE number 3320085 (Why is no real title available?)
• Disequilibrium Econometrics for Business Loans
• Maximum Likelihood Methods for Models of Markets in Disequilibrium
• Specification, Estimation and Inference for Models of Markets in Disequilibrium
• Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
• Tests of the Equilibrium vs. Disequilibrium Hypotheses
• Two Methods for Examining the Stability of Regression Coefficients

Cited in

(2)

• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Econometric disequilibrium models^∗

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