Implementing a class of structural change tests: an econometric computing approach

DOI10.1016/j.csda.2005.07.001zbMath1445.62316OpenAlexW2022750558WikidataQ57263845 ScholiaQ57263845MaRDI QIDQ959387

Achim Zeileis

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.07.001

zbMATH Keywords

structural changeM-estimationeconometric computingfluctuation tests

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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Uses Software

• R
• betareg

Cites Work

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