Econometrics of structural change /
| Corporate Author: | |
|---|---|
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Published: |
Heidelberg :
Physica-Verlag,
[1989]
|
| Series: | Studies in empirical economics.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- A modification of the CUSUM test in the linear regression model with lagged dependent variables / W. Ploberger, W. Krämer and R. Alt
- Heteroskedasticity-robust tests for structural change / J.G. MacKinnon
- A switching regression model with different change-points for individual coefficients and its application to the energy demand equations for Japan / T. Toyoda and K. Ohtani
- Testing for coefficient constancy in random walk models with particular reference to the initial value problem / S.J. Leybourne and B.P.M. McCabe
- Transformations for an exact goodness-of-fit test of structural change in the linear regression model / M.L. King and P.M. Edwards.
- Robust Bayesian analysis of a parameter change in linear regression / K. Pötzelberger and W. Polasek
- The stability assumption in tests of causality between money and income / H. Lütkepohl
- A sequential approach to testing for structural change in econometric models / G.D.A. Phillips and B.P.M. McCabe
- Statistical analysis of "structural change" : an annotated bibliography / P. Hackland and A.H. Westlund.