Analysis of generalized residuals in hazard regression models
Petr Volf (1996)
Kybernetika
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Petr Volf (1996)
Kybernetika
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Meyer, Denny (1997)
Journal of Applied Mathematics and Decision Sciences
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Petr Mariel (1996)
Applications of Mathematics
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In this paper some of the cointegration tests applied to a single equation are compared. Many of the existent cointegration tests are simply extensions of the unit root tests applied to the residuals of the cointegrating regression and the habitual is no cointegration. However, some non residual-based tests and some tests of the opposite null hypothesis have recently appeared in literature. Monte Carlo simulations have been used for the power comparison of the nine selected tests (...
Piotr Nowak (2006)
Control and Cybernetics
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Radhakrishnan, R., Robinson, Don R. (1994)
International Journal of Mathematics and Mathematical Sciences
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Marie Hušková (2000)
Kybernetika
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Regression and scale invariant -test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.