Tests for Parameter Instability and Structural Change With Unknown Change Point (Q3142741)
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scientific article; zbMATH DE number 447128
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| English | Tests for Parameter Instability and Structural Change With Unknown Change Point |
scientific article; zbMATH DE number 447128 |
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Tests for Parameter Instability and Structural Change With Unknown Change Point (English)
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15 September 1994
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Brownian bridge
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Brownian motion
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generalized method of moments estimator
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Lagrange multiplier test
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likelihood ratio test
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Wald test
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weak convergence
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tables of critical values
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tests for parameter instability
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structural change
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change point
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asymptotic null distributions
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Bessel process
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asymptotic local power optimality properties
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0.9102547
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0.90454125
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0.9032759
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0.8984121
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0.89422536
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0.88604265
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