Tests for parameter instability in regressions with I(1) processes
Bruce E. Hansen
| Year of publication: |
2002
|
|---|---|
| Authors: | Hansen, Bruce E. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 1, p. 45-59
|
| Subject: | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Konsumtheorie | Consumption theory | Zinsstruktur | Yield curve | Börsenkurs | Share price |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001639876