Two Methods for Examining the Stability of Regression Coefficients
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Publication:4114635
DOI10.2307/2286905zbMATH Open0345.62047OpenAlexW4255352376MaRDI QIDQ4114635FDOQ4114635
Authors: Kenneth D. Garbade 
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286905
Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20)
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- Structural change and unit roots
- ARMA MODELS WITH ARCH ERRORS
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
- Power properties of the modified CUSUM tests
- Further investigation into restricted Kalman filtering
- A Bayesian approach to model selection in stochastic coefficient regression models and structural time series models
- Some identification and estimation results for regression models with stochastically varying coefficients
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- Recursive stability analysis of linear regression relationships. An exploratory methodology
- Time-series tests of convergence and transitional dynamics
- Maximizing equity market sector predictability in a Bayesian time-varying parameter model
- A Comparison of Two Alternative Approaches to Modeling Level Shifts in the Presence of Outliers
- A FORTRAN program for time-varying linear regression via flexible least squares
- A test of a disequilibrium model
- Asymptotically exact confidence intervals of cusum and cusumsq tests: a numerical derivation using simulation technique
- Alternative Tests for Parameter Stability
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- Change-point problems: bibliography and review
- Time-varying linear regression via flexible least squares
- Generalized autoregressive conditional heteroscedasticity
- Risk efficient estimation of fully dependent random coefficient autoregressive models of general order
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