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ArticleTest for partial parameter instability in regressions with I(1) processes

Biing‐Shen Kuo1998

Article1998

Test for partial parameter instability in regressions with I(1) processes

Biing‐Shen Kuo

38 citations·0/0 files stored·Journal of Econometrics

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

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1988Statistical analysis of cointegration vectors 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models 1993A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems 1990Statistical Inference in Instrumental Variables Regression with I(1) Processes 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

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2008The turning black tide: energy prices and the Canadian dollar 2002A simple method of testing for cointegration subject to multiple regime changes 2017A TIME-VARYING APPROACH OF THE US WELFARE COST OF INFLATION 2002REGRESSION THEORY FOR NEARLY COINTEGRATED TIME SERIES 2012On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan

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Year1998

Typearticle

Published1998-10-01

VenueJournal of Econometrics

ISSN-L0304-4076

Languageen

Citations38

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/s0304-4076(98)00005-0

openalex_workW2170453080

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