An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204)
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scientific article; zbMATH DE number 7493290
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| English | An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation |
scientific article; zbMATH DE number 7493290 |
Statements
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (English)
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18 March 2022
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Chow test
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F distribution
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heteroscedasticity and autocorrelation
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structural break
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0.8014761209487915
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0.7878881692886353
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0.7878881692886353
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0.7720049619674683
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0.7694182991981506
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