Parameter Stability Testing is a statistical methodology used in econometrics and time series analysis to determine whether the parameters of a model remain constant over time, distinguishing it from other diagnostic tests by specifically assessing the constancy of estimated coefficients across different subsets of data.
118
Publications
14K
Citations
194
Authors
140
Institutions
Publications per year
2017–2026
10
Variants
Parameter Constancy Testing
Parents
Publications
118
Testing for parameter instability in linear models
Bruce E. Hansen · Journal of Policy Modeling · 1992 · 765 citations
The Cusum Test with Ols Residuals
Werner Ploberger, Walter Krämer · Econometrica · 1992 · 602 citations
1–5 of 118
Authors
194
- JH
5
h-index
- MW
4
h-index
- RI
3
h-index
- MB
3
h-index
- DW
3
h-index
1–5 of 194
Institutions
140
National Bureau of Economic Research
Cambridge, United States
4 h-index
6 publications
584 citations
Harvard University
Cambridge, United States
4 h-index
5 publications
545 citations
University of Rochester
Rochester, United States
4 h-index
4 publications
2.1K citations
Peking University
Beijing, China
3 h-index
3 publications
107 citations
Princeton University
Princeton, United States
3 h-index
3 publications
456 citations
University of Pretoria
Pretoria, South Africa
3 h-index
9 publications
336 citations
Eastern Mediterranean University
Famagusta, Cyprus
3 h-index
3 publications
112 citations
Vienna University of Economics and Business
Vienna, Austria
3 h-index
5 publications
944 citations
1–8 of 140
Venues
- Econometrica
7 publications · 5.4K citations
7
h-index
- Journal of the American Statistical Association
6 publications · 897 citations
6
h-index
- Journal of Applied Econometrics
5 publications · 466 citations
5
h-index
- Journal of Econometrics
5 publications · 168 citations
5
h-index
- Applied Economics
5 publications · 117 citations
5
h-index
1–5