Testing for parameter stability: the Spanish consumption function

This study tests for parameter instability in the Spanish consumption function. To that end, a new test for time dependence of parameters is used and compared with other relevant tests. As opposed to other tests this new one is concerned with detecting parameter variation in frequency domain.

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Year of publication:	2006
Authors:	Matilla-Garcia, M. ; Perez, P. ; Sanz, B.
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 13.2006, 7, p. 445-448
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005435164