Tests for parameter instability and structural change with unknown change point
by Donald W. K. Andrews
| Year of publication: |
1993
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|---|---|
| Authors: | Andrews, Donald W. K. |
| 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. 61.1993, 4, p. 821-856
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| Subject: | Statistische Methodenlehre | Statistical theory | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Bd. 71 (2003), 1, Seite 395-397 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001147141