Econometrics of Structural Change
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9

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Published By Physica-Verlag HD

9783642484148, 9783642484124

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A Switching Regression Model with Different Change-Points for Individual Coefficients and its Application to the Energy Demand Equations for Japan

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_3 ◽

1989 ◽

pp. 29-39

Author(s):

Toshihisa Toyoda ◽

Kazuhiro Ohtani

Keyword(s):

Regression Model ◽

Energy Demand ◽

Change Points ◽

Switching Regression ◽

Demand Equations

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Statistical Analysis of “Structural Change”: An Annotated Bibliography

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_9 ◽

1989 ◽

pp. 103-128 ◽

Cited By ~ 2

Author(s):

Peter Hackl ◽

Anders H. Westlund

Keyword(s):

Statistical Analysis ◽

Structural Change ◽

Annotated Bibliography

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Heteroskedasticity-Robust Tests for Structural Change

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_2 ◽

1989 ◽

pp. 13-28 ◽

Cited By ~ 2

Author(s):

James G. MacKinnon

Keyword(s):

Structural Change ◽

Robust Tests

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The Stability Assumption in Tests of Causality Between Money and Income

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_7 ◽

1989 ◽

pp. 75-86 ◽

Cited By ~ 4

Author(s):

Helmut Lütkepohl

Keyword(s):

The Stability

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Testing for Coefficient Constancy in Random Walk Models with Particular Reference to the Initial Value Problem

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_4 ◽

1989 ◽

pp. 41-48

Author(s):

S. J. Leybourne ◽

B. P. M. McCabe

Keyword(s):

Random Walk ◽

Initial Value Problem ◽

Initial Value

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A Sequential Approach to Testing for Structural Change in Econometric Models

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_8 ◽

1989 ◽

pp. 87-101 ◽

Cited By ~ 1

Author(s):

Garry D. A. Phillips ◽

Brendan P. M. McCabe

Keyword(s):

Structural Change ◽

Econometric Models ◽

Sequential Approach

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A Modification of the CUSUM Test in the Linear Regression Model with Lagged Dependent Variables

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_1 ◽

1989 ◽

pp. 1-11

Author(s):

Werner Ploberger ◽

Walter Krämer ◽

Raimund Alt

Keyword(s):

Linear Regression ◽

Regression Model ◽

Linear Regression Model ◽

Cusum Test ◽

Dependent Variables

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Transformations for an Exact Goodness-of-Fit Test of Structural Change in the Linear Regression Model

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_5 ◽

1989 ◽

pp. 49-57

Author(s):

Maxwell L. King ◽

Phillip M. Edwards

Keyword(s):

Structural Change ◽

Linear Regression ◽

Regression Model ◽

Linear Regression Model ◽

Goodness Of Fit ◽

Goodness Of Fit Test

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Robust Bayesian Analysis of a Parameter Change in Linear Regression

Econometrics of Structural Change ◽

10.1007/978-3-642-48412-4_6 ◽

1989 ◽

pp. 59-73

Author(s):

Klaus Pötzelberger ◽

Wolfgang Polasek

Keyword(s):

Linear Regression ◽

Bayesian Analysis ◽

Parameter Change ◽

Robust Bayesian Analysis

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