Exact tests for structural change in first-order dynamic models (Q1906287)
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scientific article; zbMATH DE number 843653
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| English | Exact tests for structural change in first-order dynamic models |
scientific article; zbMATH DE number 843653 |
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Exact tests for structural change in first-order dynamic models (English)
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12 February 1996
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exact inference
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first-order autoregressive model
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finite-sample tests of parameter constancy
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structural change
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independent normal disturbances
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analysis-of-covariance
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CUSUM
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CUSUM-of-squares
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predictive tests
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union- intersection technique
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randomization
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dynamic trend model
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0.8688812255859375
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0.8402653336524963
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0.8311360478401184
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0.813694953918457
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