Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289): Difference between revisions

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Property / DOI: 10.1111/jtsa.12619 / rank
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Latest revision as of 15:54, 30 December 2024

scientific article; zbMATH DE number 7569199
Language Label Description Also known as
English
Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
scientific article; zbMATH DE number 7569199

    Statements

    Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (English)
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    8 August 2022
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    heteroskedasticity
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    structural change test
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    non-monotonic power
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    variance profile
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    likelihood ratio test
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    CUSUM test
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    U-statistic
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