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Ретроспективный Анализ Структурных Сдвигов В Моделях Cоу С Переменной Структурой. Часть 2

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  • Айвазян С.А.*
  • Бродский Б.Е.**

Abstract

Часть 1 данной статьи была опубликована в № 1 за 2018 г. Работа выполнена при финансовой поддержке Российского научного фонда (проект 17-18-01080).

Suggested Citation

  • Айвазян С.А.* & Бродский Б.Е.**, 2018. "Ретроспективный Анализ Структурных Сдвигов В Моделях Cоу С Переменной Структурой. Часть 2," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 54(4), pages 60-70, октябрь.
    • Handle: RePEc:scn:cememm:v:54:y:2018:i:4:p:60-70
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    References listed on IDEAS

    as
    1. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
    2. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
    3. Jushan Bai & Robin L. Lumsdaine & James H. Stock, 1998. "Testing For and Dating Common Breaks in Multivariate Time Series," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 65(3), pages 395-432.
    4. Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989. "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, vol. 40(2), pages 307-318, February.
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