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Statements

Subject Item
n2:RIV%2F60162694%3AG42__%2F13%3A00497765%21RIV14-MO0-G42_____
rdf:type
n15:Vysledek skos:Concept
rdfs:seeAlso
http://vavtest.unob.cz/registr
dcterms:description
The paper is focused on testing significance of structural changes in time series. This problem is related to (non)constancy of regression parameters. Such assumption of linear regression model can be broken when a structural change appears, for example the world financial crisis actually. Basic methods dedicated for this purpose are group of Chow tests and CUSUM test. Different approaches to parameters constancy testing in the Chow style are discussed from the statistical point of view. Results of chosen methods are illustrated by application on data about military expenditures in the Czech Republic and the financial data. The paper is focused on testing significance of structural changes in time series. This problem is related to (non)constancy of regression parameters. Such assumption of linear regression model can be broken when a structural change appears, for example the world financial crisis actually. Basic methods dedicated for this purpose are group of Chow tests and CUSUM test. Different approaches to parameters constancy testing in the Chow style are discussed from the statistical point of view. Results of chosen methods are illustrated by application on data about military expenditures in the Czech Republic and the financial data.
dcterms:title
Testing Structural Changes in Economic Time Series Testing Structural Changes in Economic Time Series
skos:prefLabel
Testing Structural Changes in Economic Time Series Testing Structural Changes in Economic Time Series
skos:notation
RIV/60162694:G42__/13:00497765!RIV14-MO0-G42_____
n3:aktivita
n16:S n16:I
n3:aktivity
I, S
n3:cisloPeriodika
1
n3:dodaniDat
n6:2014
n3:domaciTvurceVysledku
n12:2603691
n3:druhVysledku
n14:J
n3:duvernostUdaju
n11:S
n3:entitaPredkladatele
n13:predkladatel
n3:idSjednocenehoVysledku
110646
n3:idVysledku
RIV/60162694:G42__/13:00497765
n3:jazykVysledku
n17:eng
n3:klicovaSlova
economic time series; structural changes; testing parameters constancy
n3:klicoveSlovo
n9:structural%20changes n9:testing%20parameters%20constancy n9:economic%20time%20series
n3:kodStatuVydavatele
CZ - Česká republika
n3:kontrolniKodProRIV
[1BC906A0DCFE]
n3:nazevZdroje
Ekonomika a management
n3:obor
n4:AH
n3:pocetDomacichTvurcuVysledku
1
n3:pocetTvurcuVysledku
2
n3:rokUplatneniVysledku
n6:2013
n3:svazekPeriodika
2013
n3:tvurceVysledku
Hampel, David Doudová, Lucie
s:issn
1802-3975
s:numberOfPages
9
n18:organizacniJednotka
G42