Buch, Englisch, 130 Seiten, Format (B × H): 170 mm x 244 mm, Gewicht: 262 g
Buch, Englisch, 130 Seiten, Format (B × H): 170 mm x 244 mm, Gewicht: 262 g
Reihe: Studies in Empirical Economics
ISBN: 978-3-642-48414-8
Verlag: Springer
Zielgruppe
Research
Autoren/Hrsg.
Weitere Infos & Material
A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables.- Heteroskedasticity-Robust Tests for Structural Change.- A Switching Regression Model with Different Change-Points for Individual Coefficients and its Application to the Energy Demand Equations for Japan.- Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem.- Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model.- Robust Bayesian Analysis of a Parameter Change in Linear Regression.- The Stability Assumption in Tests of Causality Betwen Money and Income.- A Sequential Approach to Testing for Structural Change in Econometric Models.- Statistical Analysis of “Structural Change”: An Annotated Bibliography.