A test of a disequilibrium model

DOI10.1016/0304-4076(80)90059-7zbMath0438.62087OpenAlexW2070002125MaRDI QIDQ1142002

Hae Shin Hwang

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90059-7

zbMATH Keywords

cusum of squares testsstability of regressiontest of disequilibrium model

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

Related Items

Recursive stability analysis of linear regression relationships. An exploratory methodology ⋮ Econometric disequilibrium models^∗

Cites Work

• Unnamed Item
• Unnamed Item
• Two Methods for Examining the Stability of Regression Coefficients
• Disequilibrium Econometrics for Business Loans
• Specification, Estimation and Inference for Models of Markets in Disequilibrium
• Tests of the Equilibrium vs. Disequilibrium Hypotheses
• Tests for serial correlation in regression analysis based on the periodogram of least-squares residuals
• Maximum Likelihood Methods for Models of Markets in Disequilibrium