## 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 fluctuationβtype tests in a monitoring situationβgiven a history period for which a regression relationship is known to be
Structure and dynamics in econometrics
β Scribed by Jan F. Kiviet; Herman K.van Dijk
- Publisher
- Elsevier Science
- Year
- 1994
- Tongue
- English
- Weight
- 382 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0304-4076
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## Abstract We investigate the direct and longβrun effects of fertility on employment in Europe, estimating dynamic models of labor supply under different assumptions regarding the exogeneity of fertility and modeling assumptions related to initial conditions, unobserved heterogeneity and serial co
## Abstract This paper considers a variety of econometric models for the joint distribution of US stock and bond returns in the presence of regime switching dynamics. While simple twoβ or threeβstate models capture the univariate dynamics in bond and stock returns, a more complicated fourβstate mod