Structural change tests under regression misspecifications. (Q5940800)
From MaRDI portal
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)
0 references
20 August 2001
0 references
Change point
0 references
Drifting data generating process
0 references
Sup-Wald test
0 references
Weak convergence
0 references
Bessel process
0 references
0 references
