Zobrazeno 1 - 2
of 2
pro vyhledávání: '"hythesis testing"'
Autor:
Jean-Marie Dufour
Publikováno v:
Canadian Journal of Economics/Revue Canadienne d`Economique. 36:767-808
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonpara
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0be2a01caf84eeec3a58672cbb753f1
https://doi.org/10.1111/1540-5982.t01-3-00001
https://doi.org/10.1111/1540-5982.t01-3-00001
Autor:
Bai, Jushan, Perron, Pierre
In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::9e7514c51cc171a29c121e17f51e9297
http://hdl.handle.net/1866/457
http://hdl.handle.net/1866/457
