Exact Tests Structural Change in First-Order Dynamic Models.
Year of publication: |
1995
|
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Authors: | Dufour, J.M. ; Kiviet, J.F. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | COVARIANCE | TESTS | REGRESSION ANALYSIS |
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DUFOUR, J-M., (1989)
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Ghysels, E., (1987)
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SIMPLE PROCEDURES FOR TESTING AUTOREGRESSIVE VERSUS MOVING AVERAGE ERRORS IN REGRESSION MODELS.
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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.
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Exact Tests in Single Equation Autoregressive Distributed Lag Models.
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Exact Inference Methods for First-Order Autoregressive Distributed Lag Models.
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