Optimal changepoint tests for normal linear regression

Journal of Econometrics

Volumn 70, Issue 1, 1996, Pages 9-38

  Andrews, Donald W K ^a   Lee, Inpyo ^a,b   Ploberger, Werner ^a,c  

^a YALE UNIVERSITY   (United States)

^b Korea Tax Institute   (South Korea)

^c VIENNA UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Changepoint test; Linear regression; Multiple changepoints; Optimal test; Structural change test

Indexed keywords

EID: 0003021285     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01682-8     Document Type: Article

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