Generalized Chow Tests for Structural Change: A Coordinate-Free Approach (Q4745191)
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scientific article; zbMATH DE number 3800846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Chow Tests for Structural Change: A Coordinate-Free Approach |
scientific article; zbMATH DE number 3800846 |
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Generalized Chow Tests for Structural Change: A Coordinate-Free Approach (English)
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1982
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generalized Chow tests
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structural change
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coordinate-free approach
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undersized subperiods
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St. Louis equation
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generalized likelihood test
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Kullback-Rosenblatt test
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