A simple test for regression parameter instability
| Year of publication: |
1984
|
|---|---|
| Authors: | Ashley, Richard |
| Published in: |
Economic inquiry : journal of the Western Economic Association International. - Hoboken, NJ : Wiley-Blackwell, ISSN 0095-2583, ZDB-ID 191139-9. - Vol. 22.1984, 2, p. 253-268
|
| Subject: | Ökonometrik Schätzung | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
-
Watson, Mark W., (1982)
-
An efficient large-sample test for normality and homoscedasticity of regression residuals
Jarque, C. M., (1981)
-
Aguirre-Torres, Victor, (1983)
- More ...
-
On the origins of conditional heteroscedasticity in time series
Ashley, Richard A., (2012)
-
A new technique for postsample model selection and validation
Ashley, Richard A., (1998)
-
Ashley, Richard A., (2007)
- More ...