Structural change tests under regression misspecifications.

DOI10.1016/S0165-1765(00)00385-2zbMath1080.62510OpenAlexW2038923659MaRDI QIDQ5940800

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Publication date: 20 August 2001

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

Full work available at URL: https://doi.org/10.1016/s0165-1765(00)00385-2

zbMATH Keywords

Bessel processChange pointDrifting data generating processSup-Wald testWeak convergence

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear inference, regression (62J99)

Cites Work

• Unnamed Item
• Tests for Parameter Instability and Structural Change With Unknown Change Point
• Implicit Alternatives and the Local Power of Test Statistics
• Crossing probabilities for a square root boundary by a bessel process
• Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach

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