Testing jointly for structural changes in the error variance and coefficients of a linear regression model (Q4991659)
From MaRDI portal
scientific article; zbMATH DE number 7354569
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing jointly for structural changes in the error variance and coefficients of a linear regression model |
scientific article; zbMATH DE number 7354569 |
Statements
Testing jointly for structural changes in the error variance and coefficients of a linear regression model (English)
0 references
3 June 2021
0 references
change-point
0 references
variance shift
0 references
conditional heteroskedasticity
0 references
likelihood ratio tests
0 references
