Generalized Chow Tests for Structural Change: A Coordinate-Free Approach

DOI10.2307/2526374zbMath0507.62095OpenAlexW2038862187MaRDI QIDQ4745191

Jean-Marie Dufour

Publication date: 1982

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526374

zbMATH Keywords

structural changecoordinate-free approachgeneralized likelihood testgeneralized Chow testsKullback-Rosenblatt testSt. Louis equationundersized subperiods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

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