Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645)
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: Test for partial parameter instability in regressions with \(I(1)\) processes |
scientific article; zbMATH DE number 1342872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for partial parameter instability in regressions with \(I(1)\) processes |
scientific article; zbMATH DE number 1342872 |
Statements
Test for partial parameter instability in regressions with \(I(1)\) processes (English)
0 references
21 August 2000
0 references
cointegration
0 references
subset test
0 references
fully modified estimator
0 references
Brownian motion
0 references
limiting distribution
0 references
Lagrange multiplier-type tests
0 references
0 references
0 references
0 references
0.90033805
0 references
0.89681304
0 references
0.89519465
0 references
0.88582426
0 references
0.88135856
0 references
0.87930435
0 references
0.8781686
0 references
