Testing for parameter constancy in linear regressions : an empirical distribution function approach
Year of publication: |
1996
|
---|---|
Authors: | Bai, Jushan |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 64.1996, 3, p. 597-622
|
Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Theorie | Theory |
-
Maximum likelihood estimation of order restricted parameters : a Bayesian approach
Robert, Christian P., (1994)
-
The multivariate student t model in robust inference and data analysis
Breusch, Trevor S., (1993)
-
Split sample instrumental variables
Angrist, Joshua D., (1994)
- More ...
-
Selecting Instrumental Variables in a Data Rich Environment
Ng, Serena, (2009)
-
Large dimensional factor analysis
Bai, Jushan, (2008)
-
Forecasting economic time series using targeted predictors
Bai, Jushan, (2008)
- More ...