Tests for stationarity in series with endogenously determined structural change
Article Abstract:
Null hypothesis tests of stationarity are examined to on a unit root alternative for assessing unknown organizational structural changes.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
Evaluation, Organizational structure, Hypothesis testing (Research method)
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2004
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Controlling the overall significance level of a battery of least squares diagnostic tests
Article Abstract:
The article examines the feasibility of bootstrap methods to examine heteroskedasticity in linear regression models.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
Heteroscedasticity
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
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Detection of structural change in the long-run persistence in a univariate time series
Article Abstract:
The article uses Lagrange method to examine structural dynamics of econometrics.
Publisher: Blackwell Publishers Ltd.
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
Econometrics, Lagrangian functions
Publication Name: Oxford Bulletin of Economics & Statistics
Subject: Economics
ISSN: 0305-9049
Year: 2005
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Subjects list: United States, Usage, Analysis
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