Optimal changepoint tests for normal linear regression
type: Item
instance of: scholarly article
title: Optimal changepoint tests for normal linear regression
zbMATH Open document ID: 0834.62066
DOI: 10.1016/0304-4076(94)01682-8
author: Donald W. K. Andrews
author: Inpyo Lee
author: Werner Ploberger
published in: Journal of Econometrics
publication date: 1996-04-08T00:00:00Z
full work available at URL: d1016.pdf
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 62F03
zbMATH DE Number: 843652
zbMATH Keywords: structural change test
zbMATH Keywords: optimal tests
zbMATH Keywords: finite-sample optimal tests
zbMATH Keywords: normal linear multiple regression model
zbMATH Keywords: known variance
zbMATH Keywords: multiple change points
zbMATH Keywords: cointegration
zbMATH Keywords: simulations
MaRDI profile type: Publication
OpenAlex ID: W1986806499
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description: scientific article; zbMATH DE number 843652