Testing the constancy of regression parameters against continuous structural change
type: Item
instance of: scholarly article
title: Testing the constancy of regression parameters against continuous structural change
zbMATH Open document ID: 0796.62054
DOI: 10.1016/0304-4076(94)90022-1
author: Chien-Fu Jeff Lin
author: Timo Teräsvirta
published in: Journal of Econometrics
publication date: 1994-10-11T00:00:00Z
Mathematics Subject Classification ID: 62J02
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 597847
zbMATH Keywords: Lagrange multiplier tests
zbMATH Keywords: CUSUM test
zbMATH Keywords: smooth transition regression
zbMATH Keywords: parameter constancy tests
zbMATH Keywords: linear model
zbMATH Keywords: structural break
zbMATH Keywords: parametrized alternative
zbMATH Keywords: power properties
zbMATH Keywords: small samples
zbMATH Keywords: fluctuation test
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: 0304-4076(94)90022-1
OpenAlex ID: W2012214132
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description: scientific article; zbMATH DE number 597847