Finite sample multivariate structural change tests with application to energy demand models

Journal of Econometrics

Volumn 141, Issue 2, 2007, Pages 1219-1244

  Bernard, Jean Thomas ^a   Idoudi, Nadhem ^a,b   Khalaf, Lynda ^a,c   Yélou, Clément ^d  

^a UNIVERSITÉ LAVAL   (Canada)

^b HYDRO QUÉBEC   (Canada)

^c Canada H3A 2T7   (Canada)

^d Centre de recherche en économie agroalimentaire CRÉA   (Canada)

Author keywords

Exact test; Monte Carlo test; Multivariate linear regression model; Structural change; Structural stability

Indexed keywords

ASYMPTOTIC ANALYSIS; GAUSSIAN DISTRIBUTION; MATHEMATICAL MODELS; MONTE CARLO METHODS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

ENERGY DEMAND MODELS; MULTIVARIATE LINEAR REGRESSION MODEL; STRUCTURAL CHANGE; STRUCTURAL STABILITY;

STRUCTURAL ANALYSIS;

EID: 34948887199     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.02.004     Document Type: Article

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