Variance estimation in the change analysis of a linear regression model

DOI10.1007/S001840100128MaRDI QIDQ1865226zbMATH OpenOpenAlexFDO

Authors M. Riedle, J. G. Steinebach

Publication date 25 March 2003

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001840100128

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Asymptotic properties of parametric tests (62F05)

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Cited in

(2)

• Some simple LM tests against multiple changes of variance in linear regression
• Variance estimation free tests for structural changes in regression

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