Coverart for item
The Resource Econometrics of structural change, Walter Krämer, editor

Econometrics of structural change, Walter Krämer, editor

Label
Econometrics of structural change
Title
Econometrics of structural change
Statement of responsibility
Walter Krämer, editor
Creator
Subject
Language
eng
Member of
Cataloging source
OCLCE
http://library.link/vocab/creatorDate
1948-
http://library.link/vocab/creatorName
Krämer, Walter
Dewey number
330.182
Illustrations
illustrations
Index
no index present
Literary form
non fiction
Nature of contents
bibliography
Series statement
Studies in empirical economics
http://library.link/vocab/subjectName
  • Econometric models
  • Econometrics
  • Economics, Mathematical
Label
Econometrics of structural change, Walter Krämer, editor
Instantiates
Publication
Copyright
Note
"First published in 'Empirical Economics' Vol. 14, No. 2, 1989"--T.p. verso
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
A modification of the CUSUM test in the linear regression model with lagged dependent variables / W. Ploberger, W. Krämer and R. Alt -- Heteroskedasticity-robust tests for structural change / J.G. MacKinnon -- A switching regression model with different change-points for individual coefficients and its application to the energy demand equations for Japan / T. Toyoda and K. Ohtani -- Testing for coefficient constancy in random walk models with particular reference to the initial value problem / S.J. Leybourne and B.P.M. McCabe -- Transformations for an exact goodness-of-fit test of structural change in the linear regression model / M.L. King and P.M. Edwards -- Robust Bayesian analysis of a parameter change in linear regression / K. Pötzelberger and W. Polasek -- The stability assumption in tests of causality between money and income / H. Lütkepohl -- A sequential approach to testing for structural change in econometric models / G.D.A. Phillips and B.P.M. McCabe -- Statistical analysis of "structural change" : an annotated bibliography / P. Hackland and A.H. Westlund
Control code
FIEb1732290x
Dimensions
25 cm.
Extent
vii, 128 pages
Isbn
9783642484148
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)20232187
Label
Econometrics of structural change, Walter Krämer, editor
Publication
Copyright
Note
"First published in 'Empirical Economics' Vol. 14, No. 2, 1989"--T.p. verso
Bibliography note
Includes bibliographical references
Carrier category
volume
Carrier category code
nc
Carrier MARC source
rdacarrier.
Content category
text
Content type code
txt
Content type MARC source
rdacontent.
Contents
A modification of the CUSUM test in the linear regression model with lagged dependent variables / W. Ploberger, W. Krämer and R. Alt -- Heteroskedasticity-robust tests for structural change / J.G. MacKinnon -- A switching regression model with different change-points for individual coefficients and its application to the energy demand equations for Japan / T. Toyoda and K. Ohtani -- Testing for coefficient constancy in random walk models with particular reference to the initial value problem / S.J. Leybourne and B.P.M. McCabe -- Transformations for an exact goodness-of-fit test of structural change in the linear regression model / M.L. King and P.M. Edwards -- Robust Bayesian analysis of a parameter change in linear regression / K. Pötzelberger and W. Polasek -- The stability assumption in tests of causality between money and income / H. Lütkepohl -- A sequential approach to testing for structural change in econometric models / G.D.A. Phillips and B.P.M. McCabe -- Statistical analysis of "structural change" : an annotated bibliography / P. Hackland and A.H. Westlund
Control code
FIEb1732290x
Dimensions
25 cm.
Extent
vii, 128 pages
Isbn
9783642484148
Media category
unmediated
Media MARC source
rdamedia.
Media type code
n
Other physical details
illustrations
System control number
(OCoLC)20232187

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