Concepedia
Scientific African · 2021 · 21 citations · 33 references
Open access
33
Techniques for Testing the Constancy of Regression Relationships Over Time
R. L. Brown, J. Durbin, Jessica Evans · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1975 · 4.9K citations
Summary Methods, Engineering, Data Science +14
Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Donald W. K. Andrews, Werner Ploberger · Econometrica · 1994 · 2.5K citations
Testing Problem, Economics, Econometric Model +13
Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model
M. Hashem Pesaran, Til Schuermann, Scott M. Weiner · Journal of Business and Economic Statistics · 2004 · 1.3K citations
International Economics, Macroeconomic Forecasting, Abstractfinancial Institutions +20
Symposium on the Monetary Transmission Mechanism
Frederic S. Mishkin · The Journal of Economic Perspectives · 1995 · 993 citations
Monetary Policy, Economics, Financial Economics +14
Tests for Parameter Instability in Regressions with 1(1) Processes
Bruce E. Hansen · Journal of Business and Economic Statistics · 1992 · 946 citations
Empirical Finance, Engineering, Robustness Testing +20