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Generalized Predictive Tests and Structural Change Analysis in Econometrics - MaRDI portal

Generalized Predictive Tests and Structural Change Analysis in Econometrics (Q4286520)

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scientific article; zbMATH DE number 541143
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Generalized Predictive Tests and Structural Change Analysis in Econometrics
scientific article; zbMATH DE number 541143

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    Generalized Predictive Tests and Structural Change Analysis in Econometrics (English)
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    27 March 1994
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    tests for structural stability
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    nonlinear models
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    normal and nonnormal errors
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    structural stability
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    nonlinear dynamic simultaneous equations model
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    predictive tests
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