Exact tests for structural change in first-order dynamic models (Q1906287): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2155612615 / rank | |||
Normal rank | |||
Revision as of 19:03, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact tests for structural change in first-order dynamic models |
scientific article |
Statements
Exact tests for structural change in first-order dynamic models (English)
0 references
12 February 1996
0 references
exact inference
0 references
first-order autoregressive model
0 references
finite-sample tests of parameter constancy
0 references
structural change
0 references
independent normal disturbances
0 references
analysis-of-covariance
0 references
CUSUM
0 references
CUSUM-of-squares
0 references
predictive tests
0 references
union- intersection technique
0 references
randomization
0 references
dynamic trend model
0 references
