Variance estimation free tests for structural changes in regression

DOI10.1007/978-3-319-96941-1_24zbMATH Open1414.62377OpenAlexW2920935693MaRDI QIDQ2417455FDOQ2417455

Michal Pešta, Barbora Peštová

Publication date: 12 June 2019

Full work available at URL: https://doi.org/10.1007/978-3-319-96941-1_24

zbMATH Keywords

regressionvariance estimationlinear regressionstructural changes

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited In (2)

• Variance estimators in the chu‐white test for structural change
• Title not available (Why is that?)

This page was built for publication: Variance estimation free tests for structural changes in regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2417455)