Parametric and semi-parametric efficient tests for parameter instability (Q2815046)
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scientific article; zbMATH DE number 6598563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric and semi-parametric efficient tests for parameter instability |
scientific article; zbMATH DE number 6598563 |
Statements
27 June 2016
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adaptive test
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asymptotic optimal test
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parameter instability
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semiparametric power envelope
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structural break
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Parametric and semi-parametric efficient tests for parameter instability (English)
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