scientific article; zbMATH DE number 47261
annotated bibliographycausality testschange pointsChow-testCUSUM-testeconometric modelsenergy demand equationsexact goodness- of-fit testF-testGranger causality. Econometricsheteroskedasticityinitial value problemlagged dependent variablesmoney-income problemnonlinear regression modelparameter instabilityrandom walk modelsrobust Bayesian analysissequential approachstability assumptionstandard linear regression modelStructural changeswitching regression modeltest for structural changetesting coefficient constancytime seriestransformations
Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
- A nonparametric test for poolability using panel data
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- Structural changes and their econometric modeling. Selected papers based on the presentations at the 12th international conference of the Thailand Econometric Society, TES 2019, Chiang Mai, Thailand, January 9--11, 2019
- Recent developments in the econometrics of structural change
- Exact tests for structural change in first-order dynamic models
- Structural change and unit roots
- The mean effect of structural change on the dependent variable is accurately measured by the intercept change alone
- Finite sample multivariate structural change tests with application to energy demand models
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- Inference in Nonlinear Econometric Models with Structural Change
- Testing jointly for structural changes in the error variance and coefficients of a linear regression model
- Structural vs. atheoretic approaches to econometrics
- Retrospective analysis of structural changes in econometric models
- Recent developments in structural microeconometrics
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