An Alternative Proof and Generalization of a Test for Structural Change

DOI10.2307/2683857zbMath0336.62060OpenAlexW4232847797MaRDI QIDQ4104759

Andrew C. Harvey

Publication date: 1976

Published in: The American Statistician (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2683857

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

A note on testing for structural change in a single equation belonging to a simultaneous system ⋮ Testing for a break at an unknown change-point: A test with known size in small samples ⋮ Recursive stability analysis of linear regression relationships. An exploratory methodology

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