Generalized Predictive Tests and Structural Change Analysis in Econometrics

DOI10.2307/2527098zbMath0796.62105OpenAlexW3023889512MaRDI QIDQ4286520

Jean-Marie Dufour, Eric Ghysels, Alastair R. Hall

Publication date: 27 March 1994

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527098

zbMATH Keywords

structural stabilitynonlinear modelspredictive testsnonlinear dynamic simultaneous equations modelnormal and nonnormal errorstests for structural stability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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