Testing for structural changes in linear regressions with time-varying variance

DOI10.1080/03610926.2019.1609038OpenAlexW2943414087WikidataQ127945147 ScholiaQ127945147MaRDI QIDQ5077998

Jilin Wu, Erhua Zhang

Publication date: 20 May 2022

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

Full work available at URL: https://doi.org/10.1080/03610926.2019.1609038

zbMATH Keywords

bandwidth selectionstructural changesU-statistictime-varying variance

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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

Cites Work

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