Some consequences of using the Chow tests in the context of autocorrelated disturbances (Q1206323)

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scientific article; zbMATH DE number 148808
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Some consequences of using the Chow tests in the context of autocorrelated disturbances
scientific article; zbMATH DE number 148808

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    Some consequences of using the Chow tests in the context of autocorrelated disturbances (English)
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    1 April 1993
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    autocorrelated errors
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    \(AR(1)\) errors
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    true size of the Chow test for structural stability
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    \(MA(1)\) errors
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