Parametric and semi-parametric efficient tests for parameter instability (Q2815046)
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scientific article; zbMATH DE number 6598563
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| English | Parametric and semi-parametric efficient tests for parameter instability |
scientific article; zbMATH DE number 6598563 |
Statements
27 June 2016
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adaptive test
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asymptotic optimal test
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parameter instability
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semiparametric power envelope
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structural break
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Parametric and semi-parametric efficient tests for parameter instability (English)
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0.8244493007659912
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0.8154478669166565
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0.796904444694519
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0.789828896522522
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0.7898286581039429
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