Consistent Testing for Structural Change at the Ends of the Sample

DOI10.1108/S0731-9053(2012)0000030010zbMath1452.62316OpenAlexW2132421378MaRDI QIDQ5133603

Michael W. McCracken

Publication date: 10 November 2020

Published in: Advances in Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2012)0000030010

zbMATH Keywords

structural changepredictive testChow testintercept correction

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Monte Carlo methods (65C05)

This page was built for publication: Consistent Testing for Structural Change at the Ends of the Sample