Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing parameter constancy in linear models against stochastic stationary parameters |
scientific article; zbMATH DE number 1326292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing parameter constancy in linear models against stochastic stationary parameters |
scientific article; zbMATH DE number 1326292 |
Statements
Testing parameter constancy in linear models against stochastic stationary parameters (English)
0 references
13 February 2000
0 references
lack of identification
0 references
Lagrange multiplier test
0 references
parameter stability
0 references
return to normale
0 references
time varying parameters
0 references
vector autoregressive process
0 references
0 references
0 references
0 references
