Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741): Difference between revisions
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Latest revision as of 00:10, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for Parameter Instability and Structural Change With Unknown Change Point |
scientific article |
Statements
Tests for Parameter Instability and Structural Change With Unknown Change Point (English)
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15 September 1994
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Brownian bridge
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Brownian motion
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generalized method of moments estimator
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Lagrange multiplier test
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likelihood ratio test
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Wald test
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weak convergence
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tables of critical values
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tests for parameter instability
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structural change
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change point
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asymptotic null distributions
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Bessel process
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asymptotic local power optimality properties
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