Testing for structural change under non‐stationary variances (Q5091826)
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scientific article; zbMATH DE number 7564534
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for structural change under non‐stationary variances |
scientific article; zbMATH DE number 7564534 |
Statements
Testing for structural change under non‐stationary variances (English)
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27 July 2022
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CUSUM test
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LM test
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non-monotonic power
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robust tests
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structural change
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volatility break
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