WEIGHTED AVERAGE POWER SIMILAR TESTS FOR STRUCTURAL CHANGE IN THE GAUSSIAN LINEAR REGRESSION MODEL

DOI10.1017/S026646660808050XzbMath1284.62417OpenAlexW2101335602MaRDI QIDQ3632418

Giovanni Forchini

Publication date: 11 June 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646660808050x

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

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• Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
• Efficient Tests for an Autoregressive Unit Root
• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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