An application of structural change tests on linear regression models

MaRDI QIDQ3118556zbMATH OpenFDO

Authors Aydın Karakoca, Asir Genc

Publication date 2 March 2012

zbMATH Keywords

structural change, chow test, Cusum

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05) Statistical methods; risk measures (91G70)

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