A unified approach to structural change tests based on ML scores, F statistics, and OLS residuals

Econometric Reviews

Volumn 24, Issue 4, 2005, Pages 445-466

  Zeileis, Achim ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Aggregation functional; Fluctuation test; Functional central limit theorem; Monitoring; Nyblom Hansen test; OLS based CUSUM test; Parameter instability; Structural change; Sup F test

Indexed keywords

EID: 29244485172     PISSN: 07474938     EISSN: 15324168     Source Type: Journal    
DOI: 10.1080/07474930500406053     Document Type: Review

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