Exact tests for structural change in first-order dynamic models (Q1906287): Difference between revisions

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Latest revision as of 09:38, 24 May 2024

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Exact tests for structural change in first-order dynamic models
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    Exact tests for structural change in first-order dynamic models (English)
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    12 February 1996
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    exact inference
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    first-order autoregressive model
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    finite-sample tests of parameter constancy
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    structural change
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    independent normal disturbances
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    analysis-of-covariance
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    CUSUM
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    CUSUM-of-squares
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    predictive tests
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    union- intersection technique
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    randomization
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    dynamic trend model
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