Inference in Nonlinear Econometric Models with Structural Change (Q4733273)
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scientific article; zbMATH DE number 4119462
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Inference in Nonlinear Econometric Models with Structural Change |
scientific article; zbMATH DE number 4119462 |
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Inference in Nonlinear Econometric Models with Structural Change (English)
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1988
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asymptotic tests
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testing for structural change
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simultaneous and nonlinear models
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temporal dependence
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heteroskedasticity
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Wald test
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Lagrange multiplier test
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likelihood ratio test
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asymptotically chi- square
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noncentral chi-square
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sequences of local alternatives
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0.8250482678413391
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0.8250482678413391
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0.8154789805412292
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0.8025981783866882
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