Serial correlation robust LM type tests for a shift in trend (Q5133602)
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scientific article; zbMATH DE number 7272462
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| English | Serial correlation robust LM type tests for a shift in trend |
scientific article; zbMATH DE number 7272462 |
Statements
Serial Correlation Robust LM (English)
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10 November 2020
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Lagrange multiplier (LM) test
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fixed-\(b\) asymptotics
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structural change
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long run variance
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nonmonotonic power
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kernel
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robust bandwidth
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0.9229609966278076
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0.8840178847312927
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0.8094979524612427
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0.8079540133476257
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0.7959609627723694
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