Structural change tests under regression misspecifications. (Q5940800)
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scientific article; zbMATH DE number 1634946
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural change tests under regression misspecifications. |
scientific article; zbMATH DE number 1634946 |
Statements
Structural change tests under regression misspecifications. (English)
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20 August 2001
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Change point
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Drifting data generating process
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Sup-Wald test
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Weak convergence
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Bessel process
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