On testing for structural break of coefficients in factor-augmented regression models (Q1786799)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On testing for structural break of coefficients in factor-augmented regression models
scientific article

    Statements

    On testing for structural break of coefficients in factor-augmented regression models (English)
    0 references
    0 references
    0 references
    0 references
    25 September 2018
    0 references
    0 references
    0 references
    0 references
    0 references
    structural break test
    0 references
    factor-augmented regression model
    0 references
    asymptotic null distribution
    0 references
    0 references