The independence of tests for structural change in regression models

DOI10.1016/0165-1765(83)90050-2zbMath1273.62163OpenAlexW2028785705MaRDI QIDQ374833

B. P. M. McCabe, Garry D. A. Phillips

Publication date: 24 October 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(83)90050-2

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)

Related Items (4)

Testing strategies for model specification ⋮ The persistence in volatility of the US term premium 1970--1986 ⋮ Multiple testing in a set of nested hypotheses ⋮ A sequential testing procedure for outliers and structural change

Cites Work

• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• An Iterated Procedure for Testing the Equality of Several Exponential Distributions

This page was built for publication: The independence of tests for structural change in regression models