Heteroscedasticity and Autocorrelation Robust Structural Change Detection (Q5327300): Difference between revisions

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+https://doi.org/10.1080/01621459.2013.787184
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+W2025512415
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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-<i>B</i> ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
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+Testing for Change Points in Time Series
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