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Non-Fundamentalness in Structural Econometric Models: A Review

✍ Scribed by Lucia Alessi; Matteo Barigozzi; Marco Capasso

Book ID
111415835
Publisher
John Wiley and Sons
Year
2011
Tongue
English
Weight
441 KB
Volume
79
Category
Article
ISSN
0306-7734

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Monitoring structural change in dynamic
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✍ Achim Zeileis; Friedrich Leisch; Christian Kleiber; Kurt Hornik πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 232 KB

## Abstract The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation‐type tests in a monitoring situationβ€”given a history period for which a regression relationship is known to be