scientific article; zbMATH DE number 815749

zbMATH Open0830.62099MaRDI QIDQ4855591FDOQ4855591

Authors: Robert Darren Brooks, Maxwell L. King 

Publication date: 4 February 1996

Title of this publication is not available (Why is that?)

Recommendations

• Testing the constancy in varying-coefficient regression models
• Testing constancy in varying coefficient models
• Testing for constancy in varying coefficient models
• Shape testing in varying coefficient models
• Testing for a constant coefficient of variation in nonparametric regression

zbMATH Keywords

financeLagrange multiplier testsreviewvarying coefficient regression modelspoint optimal testslocally most mean powerful testssmall sample powerHildreth-Houck random coefficientsreturn to normally random coefficientstesting forward pricing modelstesting market models

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (4)

• Testing constancy in varying coefficient models
• Marginal-likelihood score-based tests of regression disturbances in the presence of nuisance parameters
• Testing the linear regression model null hypothesis versus regime switching alternatives.
• Testing the constancy in varying-coefficient regression models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4855591)