Multiple hypothesis test for parameter constancy based on recursive residuals (Q4355161)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Multiple hypothesis test for parameter constancy based on recursive residuals |
scientific article; zbMATH DE number 1062701
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multiple hypothesis test for parameter constancy based on recursive residuals |
scientific article; zbMATH DE number 1062701 |
Statements
Multiple hypothesis test for parameter constancy based on recursive residuals (English)
0 references
17 September 1997
0 references
multiple hypothesis testing
0 references
structural change
0 references
CUSUM test
0 references
recursive \(t\) test
0 references
0.8022514581680298
0 references
0.8006247282028198
0 references
0.797840416431427
0 references
0.7968263626098633
0 references
0.7941253781318665
0 references
