Score test for parameter change in Poisson autoregressive models
Jiwon Kang, Junmo Song
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Kang, Jiwon ; Song, Junmo |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 160.2017, p. 33-37
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| Subject: | Poisson autoregressive model | Test for parameter change | Score-based test | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Stochastischer Prozess | Stochastic process | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.08.021 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011903734