A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302)
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scientific article; zbMATH DE number 2248232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals |
scientific article; zbMATH DE number 2248232 |
Statements
A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (English)
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18 January 2006
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aggregation functional
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fluctuation test
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functional central limit theorem
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monitoring
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Nyblom-Hansen test
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OLS-based CUSUM test
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parameter instability
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structural change
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sup \(F\) test
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seat belt data
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