Approximate asymptotic p values for structuras-change tests

Journal of Business and Economic Statistics

Volumn 15, Issue 1, 1997, Pages 60-67

  Hansen, Bruce E ^a  

^a BOSTON COLLEGE   (United States)

Author keywords

Changepoint estimators; Nonstandard distributions; Quandt test

Indexed keywords

EID: 0031542613     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1997.10524687     Document Type: Article

References (9)

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