Rank Based Tests for Testing the Constancy of the Regression Coefficients Against Random Walk Alternatives
A class of approximately locally most powerful type tests based on ranks of residuals is suggested for testing the hypothesis that the regression coefficient is constant in a standard regression model against the alternatives that a random walk process generates the successive regression coefficient...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wrocław University of Science and Technology
2011-01-01
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| Series: | Operations Research and Decisions |
| Online Access: | http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1015 |