Diagnostic test for structural change in cointegrated regression models
type: Item
instance of: scholarly article
title: Diagnostic test for structural change in cointegrated regression models
zbMATH Open document ID: 0875.90072
DOI: 10.1016/0165-1765(95)00750-4
author: Kang Hao
author: Brett A. Inder
published in: Economics Letters
publication date: 1997-02-27T00:00:00Z
full work available at URL: monash-188.pdf
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 984496
zbMATH Keywords: Structural change
zbMATH Keywords: Cointegration
zbMATH Keywords: Fully modified ordinary least squares
zbMATH Keywords: CUSUM test
MaRDI profile type: Publication
OpenAlex ID: W2129295351
cites work: Q4015741
cites work: Optimal Inference in Cointegrated Systems
cites work: Multiple Time Series Regression with Integrated Processes
cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes
cites work: The Cusum Test with Ols Residuals
description: scientific article; zbMATH DE number 984496