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Testing for parameter instability using the R/S statistic

Michael J. Harrison

Publication Data

Title Testing for parameter instability using the R/S statistic
Author Michael J. Harrison
Contributors Glenn Treacy, Glenn Treacy
Publisher Department of Economics, Trinity College
Publication date 1998
Publication location Dublin
Language English

Topics

Commercial statistics
Econometrics
Economics, Mathematical
Probabilities

Catalogue Data

OBNB ID GB9863897
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 10p.
P1042 Includes bibliography.

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Testing for parameter instability using the R/S statistic by Michael J. Harrison. Published by Department of Economics, Trinity College in 1998. Publication and catalogue information, links to buy online and reader comments.