Testing the constancy of regression parameters against continuous structural change (Q1329130): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:57, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the constancy of regression parameters against continuous structural change |
scientific article |
Statements
Testing the constancy of regression parameters against continuous structural change (English)
0 references
11 October 1994
0 references
Lagrange multiplier tests
0 references
CUSUM test
0 references
smooth transition regression
0 references
parameter constancy tests
0 references
linear model
0 references
structural break
0 references
parametrized alternative
0 references
power properties
0 references
small samples
0 references
fluctuation test
0 references
simulation
0 references
