Testing the constancy of regression parameters against continuous structural change (Q1329130)
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scientific article; zbMATH DE number 597847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the constancy of regression parameters against continuous structural change |
scientific article; zbMATH DE number 597847 |
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Testing the constancy of regression parameters against continuous structural change (English)
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11 October 1994
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Lagrange multiplier tests
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CUSUM test
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smooth transition regression
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parameter constancy tests
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linear model
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structural break
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parametrized alternative
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power properties
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small samples
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fluctuation test
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simulation
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