scientific article; zbMATH DE number 4176306

MaRDI QIDQ3200442zbMATH OpenFDO

Authors Hiroki Tsurumi

Publication date 1988

zbMATH Keywords

Chow testgradual switching regressionstests of model stability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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(7)

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• Automated system monitoring and diagnosis via singular value decomposition
• Testing the constancy of regression parameters against continuous structural change
• A state-space approach to polygonal line regression
• On theory testing in econometrics. Modeling with nonexperimental data
• Structural change and unit roots
• A Bayesian significance test of the stationarity of regression parameters

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