Structural change tests under regression misspecifications. (Q5940800): Difference between revisions
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| Property / cites work: Tests for Parameter Instability and Structural Change With Unknown Change Point / rank | |||
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| Property / cites work: Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach / rank | |||
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| Property / cites work: Implicit Alternatives and the Local Power of Test Statistics / rank | |||
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| Property / cites work: Crossing probabilities for a square root boundary by a bessel process / rank | |||
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Revision as of 18:15, 3 June 2024
scientific article; zbMATH DE number 1634946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change tests under regression misspecifications. |
scientific article; zbMATH DE number 1634946 |
Statements
Structural change tests under regression misspecifications. (English)
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20 August 2001
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Change point
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Drifting data generating process
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Sup-Wald test
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Weak convergence
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Bessel process
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