scientific article

zbMath0706.62100MaRDI QIDQ3998395

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Publication date: 17 September 1992

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

time seriesinitial value problemtransformationscausality testschange pointsF-testheteroskedasticityparameter instabilityswitching regression modelrobust Bayesian analysissequential approachnonlinear regression modellagged dependent variableseconometric modelsStructural changeannotated bibliographyrandom walk modelsstability assumptionChow-testtesting coefficient constancystandard linear regression modeltest for structural changeCUSUM-testenergy demand equationsexact goodness- of-fit testGranger causality. Econometricsmoney-income problem

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Proceedings, conferences, collections, etc. pertaining to statistics (62-06) Collections of articles of miscellaneous specific interest (00B15)

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