Adaptive Estimation and Structural Change in Regression and Time Series Models

Book chapter

Johannes Ledolter

Statistical Analysis and Forecasting of Economic Structural Change, pp.191-208

Springer

01/01/1989

DOI: 10.1007/978-3-662-02571-0_12

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Distributed Correlated Disturbance Terms, Inferential Problems in Single Equation Models

Time Series and Spectral Analysis

Title: Subtitle: Adaptive Estimation and Structural Change in Regression and Time Series Models
Creators: Johannes Ledolter
Contributors: Peter Hackl (Editor)
Resource Type: Book chapter
Publication Details: Statistical Analysis and Forecasting of Economic Structural Change, pp.191-208
DOI: 10.1007/978-3-662-02571-0_12
Publisher: Springer; Berlin
Language: English
Date published: 01/01/1989
Academic Unit: Statistics and Actuarial Science; Business Analytics
Record Identifier: 9984380618302771

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