Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289)
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scientific article; zbMATH DE number 7569199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods |
scientific article; zbMATH DE number 7569199 |
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Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (English)
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8 August 2022
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heteroskedasticity
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structural change test
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non-monotonic power
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variance profile
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likelihood ratio test
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CUSUM test
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U-statistic
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