Monitoring Structural Change in Dynamic Econometric Models
碩士 === 淡江大學 === 財務金融學系碩士班 === 94 === This research consider a wide array of fluctuation-type tests in a monitoring situation—given a history period for which a regression relationship is known to be stable, we test whether incoming data are consistent with the previously established relationship. We...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/01458344653085683106 |