Present value model, heteroscedasticity and parameter stability tests

DOI10.1016/S0165-1765(01)00506-7zbMath1007.91017MaRDI QIDQ5958417

Jack Strauss, Taner Yigit

Publication date: 3 March 2002

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

zbMATH Keywords

heteroscedasticityparameter stabilitypresent value

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Firm size, information acquisition and price efficiency

Cites Work

• Cointegration tests with conditional heteroskedasticity.
• Testing for structural change in conditional models
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

This page was built for publication: Present value model, heteroscedasticity and parameter stability tests