Search Results - "parameter stability"

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  1. 1
    Testing for parameter instability in predictive regression models

    Testing for parameter instability in predictive regression models by Gorgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2018
    Subjects: “…Predictive regression; Persistence; Parameter stability tests; Fixed regressor wild bootstrap; Conditional distribution…”
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  2. 2
    Testing for structural change in heterogeneous panels with an application to the Euro’s trade effect

    Testing for structural change in heterogeneous panels with an application to the Euro’s trade effect by Pauwels, L., Chan, Felix, Mancini Griffoli, T.

    Published 2012
    Subjects: Get full text

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