Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach (Q4883105): Difference between revisions
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Latest revision as of 22:53, 19 March 2024
scientific article; zbMATH DE number 894892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach |
scientific article; zbMATH DE number 894892 |
Statements
Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach (English)
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1 July 1996
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structural change
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two-parameter Brownian bridge
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tests for parameter constancy
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weighted empirical distribution functions of estimated residuals
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asymptotically distribution free
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local power analysis
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error heterogeneity
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root-\(n\) consistent estimator
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weak convergence
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weighted sequential empirical processes
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