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Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure
Dukpa Kim
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peer-review
3
Citations (Scopus)
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Dive into the research topics of 'Improved and extended end-of-sample instability tests using a feasible quasi-generalized least squares procedure'. Together they form a unique fingerprint.
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Business & Economics
Generalized Least Squares
100%
Serial Correlation
44%
Economic Statistics
30%
Cointegration
20%
Coefficients
17%
Finite Sample Properties
14%
Time Trends
14%
Linear Regression Model
13%
Unit Root
11%
Median
11%
Ordinary Least Squares
11%
Simulation Study
11%
Simulation
7%
Social Sciences
economic statistics
35%
business economics
33%
simulation
18%
regression
7%
trend
5%
time
4%