Goodness of fit for the constancy of a classical statistical model over time

Alex Koning

No EI 9959-/A, Econometric Institute Research Papers from Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

Abstract: The classical statistical model relates to n independent random variables having a common distribution. In this paper we consider the situation where the common distribution involves an unknown parameter, and where at time 0

Keywords: Gaussian graphical models; goodness of fit tests; parameter constancy; pitman efficacies (search for similar items in EconPapers)
Date: 1999-12-31
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