Detecting structural change with heteroskedasticity

DOI10.1080/03610926.2016.1235200zbMATH Open1379.62045OpenAlexW2531707621MaRDI QIDQ4595835FDOQ4595835

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

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• scientific article; zbMATH DE number 47261

zbMATH Keywords

bootstrapheteroskedasticityregime shift

Mathematics Subject Classification ID

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

Cited In (2)

• Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods
• A dynamic causal modeling of the second outbreak of COVID-19 in Italy

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