Statistical Inference, Econometric Analysis and Matrix Algebra: Festschrift in Honour of Götz Trenkler, Heidelberg 2008 (Physica Verlag, Herausgeber mit B. Schipp). Bei amazon.de bestellen

Econometric models are made up of assumptions which never exactly match reality. Among the most contested ones is the requirement that the coefficients of an econometric model remain stable over time. Recent years have therefore seen numerous attempts to test for it or to model possible structural change when it can no longer be ignored. […]