Structural stability and recursive residuals: quarterly demand for meat [Canada].

Hassan Z.A.; Johnson S.R.

Structural stability and recursive residuals: quarterly demand for meat [Canada].

1979

Hassan Z.A. | Johnson S.R.

Extract: Methods have been developed recently for continual evaluation of structural stability for model specification. CUSUM and CUSUMSQ tests suggested by Brown, Durbin, and Evans employ recursively calculated residuals to permit the examination of structural stability. Easily developed plots can be used to generate the inferences which can be supported by the tests. This article reports on an application of these tests for five quarterly meat demand equations for Canada.

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Bibliographic information

Published in

Agricultural economics research U.S. Dept. of Agriculture, Economics, Statistics, and Cooperatives Service

Volume 31 ISSN 0002-1423

Pagination

v.20-29(4)

Language

English

Note

8 ref.

Type

Journal Article; Journal Part

Source

Agricultural-economics-research-U.S.-Dept.-of-Agriculture,-Economics,-Statistics,-and-Cooperatives-Service (USA). (Oct 1979). v. 31(4) p. 20-29.

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Structural stability and recursive residuals: quarterly demand for meat [Canada].

1979

Bibliographic information