Statistical Analysis of "Structural Change" - An Annotated Bibliography

Hackl, P. & Westlund, A. (1985). Statistical Analysis of "Structural Change" - An Annotated Bibliography. IIASA Collaborative Paper. IIASA, Laxenburg, Austria: CP-85-031

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Abstract

Within the framework of the Economic Structural Change Program, a cooperative research activity of IIASA and the University of Bonn, FRG, a project is carried out on "Statistical and Econometric Identification of Structural Change"; the project involves studies on the formal aspects of the analysis of structural changes. On the one hand, they include statistical methods to detect non-constancies, such as stability tests, detection criteria, etc., and on the other hand, methods which are suitable for models which incorporate nonconstancy of the parameters, such as estimation techniques for time-varying parameters, adaptive methods, etc.

The present paper provides a documentation of the state of the art in the form of a bibliography.

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