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Statements
17 September 1992
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Granger causality. Econometrics
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Structural change
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standard linear regression model
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time series
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annotated bibliography
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CUSUM-test
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lagged dependent variables
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Chow-test
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heteroskedasticity
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nonlinear regression model
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F-test
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switching regression model
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change points
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energy demand equations
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initial value problem
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random walk models
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testing coefficient constancy
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transformations
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exact goodness- of-fit test
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robust Bayesian analysis
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stability assumption
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causality tests
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money-income problem
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sequential approach
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test for structural change
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econometric models
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parameter instability
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