A unified approach to structural change tests based on F statistics, OLS residuals, and ML scores
Three classes of structural change tests (or tests for parameter instability) which have been receiving much attention in both the statistics and econometrics communities but have been developed in rather loosely connected lines of research are unified by embedding them into the framework of general...
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| Format: | Others |
| Language: | en |
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Institut für Statistik und Mathematik, WU Vienna University of Economics and Business
2005
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| Online Access: | http://epub.wu.ac.at/714/1/document.pdf |