Tests of parameters instability : theoretical study and empirical analysis on two types of models (ARMA model and market model)
Year of publication: |
2012
|
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Authors: | Farhani, Sahbi |
Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 2.2012, 3, p. 246-266
|
Subject: | simple linear regression model (SLRM) | ARMA-Modell | ARMA model | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
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