Generalized Chow Tests for Structural Change: A Coordinate-Free Approach (Q4745191)

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scientific article; zbMATH DE number 3800846
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Generalized Chow Tests for Structural Change: A Coordinate-Free Approach
scientific article; zbMATH DE number 3800846

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    Generalized Chow Tests for Structural Change: A Coordinate-Free Approach (English)
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    1982
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    generalized Chow tests
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    structural change
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    coordinate-free approach
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    undersized subperiods
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    St. Louis equation
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    generalized likelihood test
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    Kullback-Rosenblatt test
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