Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
J. del Hoyo, G. Llorente, C. Rivero
Year of publication: |
2019
|
---|---|
Authors: | Fernández del Hoyo, Juan J. ; Llorente, G. ; Rivero, C. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 54.2019, 1, p. 113-137
|
Subject: | Andrews’ test | Asymptotic distributions | Estimated variables | Linearization | Nonlinear models | Parameter instability | Wald test | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Nichtlineare Regression | Nonlinear regression | Statistische Methodenlehre | Statistical theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung, (2022)
-
Vávra, Marián, (2015)
-
Peguin-Feissolle, Anne, (2008)
- More ...
Similar items by person
-
La política agraria común (P.A.C.) y sus reformas
Fernández del Hoyo, Juan J., (1994)
- More ...