Showing 1 - 10 of 45
Persistent link: https://www.econbiz.de/10001422783
Persistent link: https://www.econbiz.de/10000867368
Persistent link: https://www.econbiz.de/10001234511
Persistent link: https://www.econbiz.de/10001165784
Persistent link: https://www.econbiz.de/10000890272
Persistent link: https://www.econbiz.de/10003371580
In this dissertation various tests for parameter constancy in dynamic and non-Gaussian econometric models are studied. The emphasis of this dissertation is given to the moving-estimates (ME) and recursive-estimates (RE) tests because these two tests can be easily extended to models with...
Persistent link: https://www.econbiz.de/10009484423
Persistent link: https://www.econbiz.de/10001432563
Persistent link: https://www.econbiz.de/10000841561
Persistent link: https://www.econbiz.de/10000911654