Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly ...
This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, "American Mathematical Society Transactions" 54, 426 ...
Developed by one of the world's leading authorities on the subject, Dr. Peter M. Bentler, EQS provides researchers and statisticians with a simple method for conducting the full range of structural ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results