Testing for paramenter shifts in a regression model with two regimes of autocorrelated errors
Pekka Ilmakunnas and Hiroki Tsurumi
| Year of publication: |
1982
|
|---|---|
| Authors: | Ilmakunnas, Pekka ; Tsurumi, Hiroki |
| Publisher: |
Berlin : Wissenschaftszentrum |
| Subject: | Statistik Wahrscheinlichkeitstheorie | Statistik | Schätzmethodik und Testmethodik | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| Extent: | 18 S. |
|---|---|
| Series: | Discussion papers / Industrial policy. - Berlin : Inst., ISSN 0722-6748, ZDB-ID 245757-X. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Aus: Discussion Paper. Department of Economics. Rutgers University. 82,4 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013298935