Testing unstable econometric models for stability. An empirical study

DOI10.1016/0304-4076(78)90028-3zbMath0389.62089OpenAlexW1496164719MaRDI QIDQ1251048

Elizabeth F. Gustafson

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0304-4076(78)90028-3

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Unnamed Item
• On Asymptotic Distributions of Estimates of Parameters of Stochastic Difference Equations
• The Final Form of Econometric Equation Systems
• Estimation of Standard Errors of the Characteristic Roots of a Dynamic Econometric Model

This page was built for publication: Testing unstable econometric models for stability. An empirical study