FLUX: RATS procedure to compute a general Nyblom fluctuations test

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes the Nyblom fluctuations test on a set of series of scores. Computes both individual and joint test statistics. Nyblom(1989), "Testing for Constancy of Parameters Over Time", JASA, vol 84, 223-230.

Language: RATS
Requires: RATS 7.30
Keywords: Stability tests; Nyblom test (search for similar items in EconPapers)
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