An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204)
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scientific article; zbMATH DE number 7493290
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation |
scientific article; zbMATH DE number 7493290 |
Statements
An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (English)
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18 March 2022
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Chow test
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F distribution
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heteroscedasticity and autocorrelation
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structural break
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