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Structural change in regression models

McCabe, Brendan Peter Martin - 1989

Persistent link: https://www.econbiz.de/10000794920

On estimating an ARMA model with an MA unit root

McCabe, Brendan Peter Martin - In: Econometric theory 14 (1998) 3, pp. 326-338

Persistent link: https://www.econbiz.de/10001245315

A simple test for cointegration

Leybourne, Stephen James - In: Oxford bulletin of economics and statistics 56 (1994) 1, pp. 97-103

Persistent link: https://www.econbiz.de/10001154034

Can economic time series be differenced to stationarity?

Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 4, pp. 435-446

Persistent link: https://www.econbiz.de/10001209345

A simple test for parameter constancy in a nonlinear time series regression model

Leybourne, Stephen James - In: Economics letters 38 (1992) 2, pp. 157-162

Persistent link: https://www.econbiz.de/10001122957

Testing for parameter variation in non-linear regression models

McCabe, Brendan Peter Martin - In: Journal of the Royal Statistical Society 55 (1993) 1, pp. 133-144

Persistent link: https://www.econbiz.de/10001137140

A sequential approach to testing for structural change in econometric models

Phillips, Garry D. A. - In: Empirical economics : a journal of the Institute for … 14 (1989) 2, pp. 151-165

Persistent link: https://www.econbiz.de/10001063980

Testing for coefficient constancy in random walk models with particular reference to the initial value problem

Leybourne, Stephen James - In: Empirical economics : a journal of the Institute for … 14 (1989) 2, pp. 105-112

Persistent link: https://www.econbiz.de/10001063992

Testing regression models for random effects outliers under elliptical symmetry

McCabe, Brendan Peter Martin - In: Economics letters 1 (1987), pp. 47-49

Persistent link: https://www.econbiz.de/10001035145

Model Averaging of Integer-Valued Autoregressive Model With Covariates

Sun, Jiajing; Sun, Yuying; Zhang, Xinyu; McCabe, Brendan - 2021

This article considers model averaging in the class of the integer-valued autoregressive (INAR) processes. The INAR process is a class of structural models that can be used to model dependent count data in fields such as medicine, economics, finance and marketing. It specifies the data...

Persistent link: https://www.econbiz.de/10013227421