Structural change tests under regression misspecifications.
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Publication:5940800
DOI10.1016/S0165-1765(00)00385-2zbMath1080.62510MaRDI QIDQ5940800
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Publication date: 20 August 2001
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00385-2
Cites Work
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- Implicit Alternatives and the Local Power of Test Statistics
- Crossing probabilities for a square root boundary by a bessel process
- Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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