The function is based on the t.test function in R’s package.
#SEQUENTIAL TESTING DOWNLOAD#
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#SEQUENTIAL TESTING HOW TO#
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#SEQUENTIAL TESTING SERIES#
Journal of Time Series Analysis, Wiley Blackwell, vol. " Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods," International Journal of Economics and Financial Issues, Econjournals, vol. " Tests of Parameters Instability: Theoretical Study and Empirical Analysis on Two Types of Models (ARMA Model and Market Model)," " A Unified Approach to Structural Change Tests Based on ML Scores, F Statistics, and OLS Residuals,"Įconometric Reviews, Taylor & Francis Journals, vol. Multinational Finance Journal, Multinational Finance Journal, vol. " Stationary Component in Stock Prices: A Reappraisal of Empirical Findings," " Multivariate Methods for Monitoring Structural Change,"Ħ58, Queen Mary University of London, School of Economics and Finance. Groen & George Kapetanios & Simon Price, 2010. " Multivariate methods for monitoring structural change,"
40(2), pages 307-318, February.įull references (including those not matched with items on IDEAS) " A new test for structural stability in the linear regression model,"
Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989." The Moving-Estimates Test for Parameter Stability,"Įconometric Theory, Cambridge University Press, vol. Chu, Chia-Shang James & Hornik, Kurt & Kuan, Chung-Ming, 1995.Chu, Chia-Shang James & Stinchcombe, Maxwell & White, Halbert, 1996.Įconometrica, Econometric Society, vol.RTS00013, Boston College Department of Economics. " BAIPERRON: RATS procedure to perform Bai-Perron Test for Multiple Structural Changes," RTZ00008, Boston College Department of Economics. " RATS programs to replicate examples of Bai-Perron procedure," RTS00138, Boston College Department of Economics. " MULTIPLEBREAKS: RATS procedure to perform multiple structural change analysis," " Computation and Analysis of Multiple Structural-Change Models,"ĩ807, Universite de Montreal, Departement de sciences economiques.
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