Recursive stability analysis of linear regression relationships
- 1 May 1982
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 19 (1) , 31-76
- https://doi.org/10.1016/0304-4076(82)90050-1
Abstract
No abstract availableFunding Information
- Ministère de l’Éducation, Gouvernement de l’Ontario
- Social Sciences and Humanities Research Council of Canada
This publication has 45 references indexed in Scilit:
- Two Methods for Examining the Stability of Regression CoefficientsJournal of the American Statistical Association, 1977
- The Predictive Sample Reuse Method with ApplicationsJournal of the American Statistical Association, 1975
- Bayesian Analysis of Regression Error TermsJournal of the American Statistical Association, 1975
- A Simple Test for Serial Correlation in Regression AnalysisJournal of the American Statistical Association, 1974
- Independent Stepwise Residuals for Testing HomoscedasticityJournal of the American Statistical Association, 1970
- A Test for a Shifting Slope Coefficient in a Linear ModelJournal of the American Statistical Association, 1970
- The Analysis of Disturbances in Regression AnalysisJournal of the American Statistical Association, 1965
- Tests of the Hypothesis That a Linear Regression System Obeys Two Separate RegimesJournal of the American Statistical Association, 1960
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960
- The Estimation of the Parameters of a Linear Regression System Obeying Two Separate RegimesJournal of the American Statistical Association, 1958