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Diagnostic test for structural change in cointegrated regression models · Study

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ArticleDiagnostic test for structural change in cointegrated regression models

Hao Kang1996

Article1996

Diagnostic test for structural change in cointegrated regression models

Hao Kang · Brett Inder

40 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Advanced Statistical Methods and Models Diverse Scientific and Economic Studies

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References

1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1991Asymptotically Efficient Estimation of Cointegration Regressions 1991Optimal Inference in Cointegrated Systems 1992Tests for Parameter Instability in Regressions with 1(1) Processes 1986Multiple Time Series Regression with Integrated Processes 1988Statistical Inference in Regressions with Integrated Processes: Part 1 1992Tests for Parameter Instability in Regressions with I(1) Processes 1994Parameter Constancy in Cointegrating Regressions

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Year1996

Typearticle

Published1996-02-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations40

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/0165-1765(95)00750-4

openalex_workW2129295351

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