✦ LIBER ✦

Testing for parameter constancy in general causal time-series models

✍ Scribed by William Charky Kengne

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing for parameter constancy in non-G

✍ Lu Han; Brendan McCabe 📂 Article 📅 2012 🏛 John Wiley and Sons 🌐 English ⚖ 524 KB

Testing for parameter constancy in GARCH

✍ Istvan Berkes; Lajos Horváth; Piotr Kokoszka 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 226 KB

A simple test for parameter constancy in

✍ S.J. Leybourne; B.P.M. McCabe 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 375 KB

A test for parameter change in general c

✍ William Charky Kengne 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 207 KB

Some tests for parameter constancy in co

✍ Henrik Hansen; Søren Johansen 📂 Article 📅 1999 🏛 John Wiley and Sons 🌐 English ⚖ 236 KB

The Cusum Test for Parameter Change in T

✍ Sangyeol Lee; Jeongcheol Ha; Okyoung Na; Seongryong Na 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB