Testing for parameter schifts in regression model with two regimes of autocorrelated errors

Podobné jednotky

• <A> new test for autocorrelation in the disturbances of the dynamic linear regression model.
  Autor: Inder, B.A
• Testing the Lucas hypothesis on output-inflation tradeoff
  Autor: Ilmakunnas, Pekka
  Vydavateľské údaje: (1982)
• Spatial Autocorrelation and Spatial Regimes of the Tax and Fiscal Power in the Regions and Districts in SR
  Autor: Dubrovina, Nadiya, 1972-
• Kernel regression estimation with time series errors.
  Autor: Hart, J.D
• <A> new method of prediction for spatial regression models with correlated errors.
  Autor: Vecchia, A.V