scientific article; zbMATH DE number 3921769

MaRDI QIDQ3696337zbMATH OpenFDO

Authors Herman J. Bierens

Publication date 1984

zbMATH Keywords

asymptotic chi-squaredistributionnew test for parameter constancy of linear regressionsordinary least squares estimatorsstochastic regressorstime series applications

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05)

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(14)

• Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
• Testing the stability of regression parameters when some additional data sets are available
• Testing the constancy of regression parameters against continuous structural change
• Testing for parameter instability in predictive regression models
• Testing for structural stability in the whole sample
• A note on testing for switching regressions
• scientific article; zbMATH DE number 4190925 (Why is no real title available?)
• Testing Constancy for Isotonic Regressions
• Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change
• scientific article; zbMATH DE number 3945165 (Why is no real title available?)
• Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
• Testing for Heterogeneous Parameters in Least-Squares Approximations
• Testing the constancy in varying-coefficient regression models
• Testing for constant variance in a linear model

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