Testing for Constant Parameters in Nonlinear Models : a quick procedure with an empirical illustration
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 |
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