Implementing the fluctuation and moving-estimates tests in dynamic econometric models (Q1327933)
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scientific article; zbMATH DE number 598947
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implementing the fluctuation and moving-estimates tests in dynamic econometric models |
scientific article; zbMATH DE number 598947 |
Statements
Implementing the fluctuation and moving-estimates tests in dynamic econometric models (English)
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3 July 1994
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tests for the constancy of regression coefficients
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fluctuation test
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size distortion
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high autocorrelations
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modified versions
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moving- estimates tests
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empirical sizes
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