Stability Tests for Linear Regression Models

A number of common tests for stability of a classical linear regression model are considered in the paper. The case where a point of structural change is not known in advance has been given a special treatment

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Year of publication:	2007
Authors:	Slutskin, Slutskin , Lev
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 6.2007, 2, p. 126-135
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	nested and non-nested models \| recursive tests \| stability \| structural change

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Extent:	application/pdf
Type of publication:	Article
Classification:	C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009131090