Finite sample multivariate structural change tests with application to energy demand models (Q289215): Difference between revisions

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@@ Property / zbMATH DE Number: 6586847 / rank @@
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+structural stability
@@ Property / zbMATH Keywords: structural stability / rank @@
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@@ Property / zbMATH Keywords @@
+structural change
@@ Property / zbMATH Keywords: structural change / rank @@
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@@ Property / zbMATH Keywords @@
+multivariate linear regression model
@@ Property / zbMATH Keywords: multivariate linear regression model / rank @@
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+Monte Carlo test
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+exact test
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+https://doi.org/10.1016/j.jeconom.2007.02.004
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
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+Interpretation and Use of Generalized Chow Tests
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+Testing for structural change in conditional models
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+Exact testing in multivariate regression
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@@ Property / cites work: Q5335742 / rank @@
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+Publication:289215