Monitoring structural change in dynamic econometric models
Year of publication: |
2002
|
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Authors: | Zeileis, Achim ; Leisch, Friedrich ; Kleiber, Christian ; Hornik, Kurt |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Zeitreihenanalyse | Strukturbruch | Statistischer Test | Kontrolle | Theorie | Deutschland | USA | Ökonometrisches Modell | Online monitoring | CUSUM | MOSUM | moving estimates | recursive estimates |
Series: | Technical Report ; 2002,07 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 756565480 [GVK] hdl:10419/77098 [Handle] RePEc:zbw:sfb475:200207 [RePEc] |
Classification: | C22 - Time-Series Models ; C52 - Model Evaluation and Testing |
Source: |
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Monitoring structural change in dynamic econometric models
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Monitoring structural change in dynamic econometric models
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