An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation
Yixiao Sun and Xuexin Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Sun, Yixiao ; Wang, Xuexin |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 2, p. 177-206
|
| Subject: | Chow test | F distribution | heteroscedasticity and autocorrelation | structural break | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Heteroscedasticity |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1874703 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167603