Detecting structural change with heteroskedasticity

DOI10.1080/03610926.2016.1235200zbMath1379.62045OpenAlexW2531707621MaRDI QIDQ4595835

Gulfam Haider, Mumtaz Ahmed, Asad Zaman

Publication date: 6 December 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1235200

zbMATH Keywords

bootstrapheteroskedasticityregime shift

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Markov processes: hypothesis testing (62M02)

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