Monitoring structural change in dynamic econometric models
Achim Zeileis, Friedrich Leisch, Christian Kleiber and Kurt Hornik
| Year of publication: |
2005
|
|---|---|
| Authors: | Zeileis, Achim ; Leisch, Friedrich ; Kleiber, Christian ; Hornik, Kurt |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 20.2005, 1, p. 99-121
|
| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test | Kontrolle | Control | Theorie | Theory | Deutschland | Germany | USA | United States | Ökonometrisches Modell | Econometric model |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003027431