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Recursive Stability Analysis of Linear Regression Relationships

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  • Dufour, J.M.

Abstract

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Suggested Citation

  • Dufour, J.M., 1981. "Recursive Stability Analysis of Linear Regression Relationships," Cahiers de recherche 8129, Universite de Montreal, Departement de sciences economiques.
    • Handle: RePEc:mtl:montde:8129
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    Cited by:

    1. J. Andrew Coutts & Terence Mills & Jennifer Roberts, 1997. "Time series and cross-section parameter stability in the market model: the implications for event studies," The European Journal of Finance, Taylor & Francis Journals, vol. 3(3), pages 243-259.
    2. Moschini, GianCarlo & Meilke, Karl D., 1984. "Parameter Stability And The U.S. Demand For Beef," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 9(2), pages 1-12, December.
    3. Oleg Glouchakov, 2006. "Joint change point estimation in regression coeffcients and variances of the errors of a linear model," Working Papers 2006_3, York University, Department of Economics.
    4. Trivedi, Pravin K., 1988. "A model of cocoa replanting and new planting in Bahia, Brazil, 1966-85," Policy Research Working Paper Series 92, The World Bank.
    5. Carol J. Simon, 1986. "Parameter Stability in Event Studies," UCLA Economics Working Papers 423, UCLA Department of Economics.

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    Keywords

    Econometrie ; Regression Analysis;

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