Test for partial parameter instability in regressions with \(I(1)\) processes
type: Item
instance of: scholarly article
title: Test for partial parameter instability in regressions with \(I(1)\) processes
zbMATH Open document ID: 0942.62104
DOI: 10.1016/S0304-4076(98)00005-0
author: Biing-Shen Kuo
published in: Journal of Econometrics
publication date: 2000-08-21T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 1342872
zbMATH Keywords: cointegration
zbMATH Keywords: subset test
zbMATH Keywords: fully modified estimator
zbMATH Keywords: Brownian motion
zbMATH Keywords: limiting distribution
zbMATH Keywords: Lagrange multiplier-type tests
MaRDI profile type: Publication
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Wikidata QID: Q126527820
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description: scientific article; zbMATH DE number 1342872