An Alternative Proof and Generalization of a Test for Structural Change

DOI10.2307/2683857MaRDI QIDQ4104759zbMATH OpenOpenAlexFDO

Authors Andrew C. Harvey

Publication date 1976

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2683857

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

Cited in

(3)

• Recursive stability analysis of linear regression relationships. An exploratory methodology
• Testing for a break at an unknown change-point: A test with known size in small samples
• A note on testing for structural change in a single equation belonging to a simultaneous system

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