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University of Illinois at Urbana-Champaign
Tests for parameter constancy in dynamic and non-Gaussian models
Abstract
dc:descriptionIn this dissertation various tests for parameter constancy in dynamic and non-Gaussian econometric models are studied. The emphasis of this dissertation is given to the moving-estimates (ME) and recursive-estimates (RE) tests because these two tests can be easily extended to models with non-Gaussian errors.
Degree
thesis:*- Name thesis:degree_name
- Ph.D.
- Level thesis:degree_level
- Dissertation
- Discipline thesis:degree_discipline
- Economics
- Grantor
- University of Illinois at Urbana-Champaign
- Year dc:date
- 2011
Author and committee
dc:creator, dc:contributor.*- Author dc:creator
-
- Chen, Mei-Yuan
- Contributors dc:contributor
-
- Kuan, Chung-Ming
Subjects
dc:subject × 1Rights
dc:rights- Statement dc:rights
-
- Copyright 1994 Chen, Mei-Yuan
- Language dc:language
- eng
Identifiers
dc:identifier.*- Identifier
-
AAI9512328
(UMI)AAI9512328 - OAI identifier oai:identifier
- oai:www.ideals.illinois.edu:2142/20657