A note on tests for partial parameter instability in the trend stationary model.

DOI10.1016/S0165-1765(99)00152-4zbMath1134.62359OpenAlexW1982751691MaRDI QIDQ1606269

Chung-Ming Kuan

Publication date: 24 July 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00152-4

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Sequential Monitoring for Changes in Models with a Polynomial Trend

Cites Work

• A new test for structural stability in the linear regression model
• Tests for changes in models with a polynomial trend
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• The generalized fluctuation test: A unifying view

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