Testing for Structural Change in Dynamic Models
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Publication:3802472
DOI10.2307/1913102zbMath0655.62107OpenAlexW2091713210MaRDI QIDQ3802472
Raimund Alt, Werner Ploberger, Walter Kramer
Publication date: 1988
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1913102
linear modelpowerdynamic modelslagged dependent variablesasymptotic significance levelsCUSUM test for structural changemean regressor
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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