Testing the constancy of regression parameters against continuous structural change (Q1329130): Difference between revisions

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Latest revision as of 15:40, 22 May 2024

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Testing the constancy of regression parameters against continuous structural change
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    Testing the constancy of regression parameters against continuous structural change (English)
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    11 October 1994
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    Lagrange multiplier tests
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    CUSUM test
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    smooth transition regression
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    parameter constancy tests
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    linear model
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    structural break
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    parametrized alternative
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    power properties
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    small samples
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    fluctuation test
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    simulation
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