On testing for structural break of coefficients in factor-augmented regression models (Q1786799)
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scientific article; zbMATH DE number 6943274
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| English | On testing for structural break of coefficients in factor-augmented regression models |
scientific article; zbMATH DE number 6943274 |
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On testing for structural break of coefficients in factor-augmented regression models (English)
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25 September 2018
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structural break test
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factor-augmented regression model
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asymptotic null distribution
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0.8631923198699951
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0.8414227962493896
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0.828798770904541
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0.8247407078742981
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0.8138356804847717
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