Distinguishing between trend-break models: method and empirical evidence
From MaRDI portal
Publication:4549732
DOI10.1111/1368-423X.00061zbMath1021.91049OpenAlexW2137942388MaRDI QIDQ4549732
Chih-Chiang Hsu, Chung-Ming Kuan
Publication date: 28 August 2002
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1368-423x.00061
Economic time series analysis (91B84) Macroeconomic theory (monetary models, models of taxation) (91B64) Statistical methods; economic indices and measures (91B82)
Related Items (3)
A two‐step procedure for testing partial parameter stability in cointegrated regression models ⋮ A note on tests of partial parameter stability in the cointegrated system ⋮ Sequential Monitoring for Changes in Models with a Polynomial Trend
This page was built for publication: Distinguishing between trend-break models: method and empirical evidence