Testing for Structural Change in Dynamic Models (Q3802472)

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Testing for Structural Change in Dynamic Models
scientific article

    Statements

    title
    Testing for Structural Change in Dynamic Models (English)
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    author
    Walter Kramer
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    Werner Ploberger
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    Raimund Alt
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    published in
    Econometrica
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    publication date
    1988
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    zbMATH Keywords
    CUSUM test for structural change
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    lagged dependent variables
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    linear model
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    asymptotic significance levels
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    dynamic models
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    power
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    mean regressor
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    Identifiers

    DOI
    10.2307/1913102
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    Mathematics Subject Classification ID
    62P20
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    62J05
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    62M10
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    zbMATH DE Number
    4070118
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