Detecting structural change with heteroskedasticity

DOI10.1080/03610926.2016.1235200MaRDI QIDQ4595835zbMATH OpenOpenAlexFDO

Authors Mumtaz Ahmed, Gulfam Haider, Asad Zaman

Publication date 6 December 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1235200

zbMATH Keywords

bootstrapheteroskedasticityregime shift

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Markov processes: hypothesis testing (62M02)

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• scientific article; zbMATH DE number 47261

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• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
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