Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289): Difference between revisions
From MaRDI portal
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)
0 references
8 August 2022
0 references
heteroskedasticity
0 references
structural change test
0 references
non-monotonic power
0 references
variance profile
0 references
likelihood ratio test
0 references
CUSUM test
0 references
U-statistic
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references