scientific article; zbMATH DE number 762936

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zbMath0820.62097MaRDI QIDQ4834791

Carmela E. Quintos, Peter C. B. Phillips

Publication date: 19 September 1995

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

zbMATH Keywords

power size limit distribution Lagrange multiplier test time series models simulation studies cointegrating regressions stochastic bridge process subset coefficient stability tests testing for coefficient stability

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (5)

Recent developments in the econometrics of structural change ⋮ Residual-based tests for cointegration in models with regime shifts ⋮ Structural change and unit roots ⋮ Testing for structural breaks in cointegrated relationships ⋮ Stability tests in error correction models

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