Implementing the fluctuation and moving-estimates tests in dynamic econometric models

DOI10.1016/0165-1765(93)00360-ZzbMath0796.62106MaRDI QIDQ1327933

Chung-Ming Kuan, Mei-Yuan Chen

Publication date: 3 July 1994

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

size distortionfluctuation testempirical sizeshigh autocorrelationsmodified versionsmoving- estimates teststests for the constancy of regression coefficients

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Economic growth models (91B62)

Cites Work

• A new test for structural stability in the linear regression model

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