Implementing a class of structural change tests: An econometric computing approach
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical computing is described: Focus is given to the question how the conceptual tools can be translated into computational tools...
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| Format: | Others |
| Language: | en |
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Institut für Statistik und Mathematik, WU Vienna University of Economics and Business
2004
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| Online Access: | http://epub.wu.ac.at/1316/1/document.pdf |