Testing for parameter schifts in regression model with two regimes of autocorrelated errors
Guardado en:
| Autor principal: | |
|---|---|
| Otros Autores: | |
| Formato: | Libro |
| Lenguaje: | inglés |
| Publicado: |
Berlin
Internationales Institut für Management und Verwaltung
1982
|
| Colección: | Discussion Papers
IIM/IP 82-26 |
| Etiquetas: |
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares: Testing for parameter schifts in regression model with two regimes of autocorrelated errors
- <A> new test for autocorrelation in the disturbances of the dynamic linear regression model.
- Testing the Lucas hypothesis on output-inflation tradeoff
- Spatial Autocorrelation and Spatial Regimes of the Tax and Fiscal Power in the Regions and Districts in SR
- Kernel regression estimation with time series errors.
- <A> new method of prediction for spatial regression models with correlated errors.
- Regression testing with test selection and test prioritization