Optimal Changepoint Tests for Normal Linear Regression
Year of publication: |
1992-04
|
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Authors: | Andrews, Donald W.K. ; Lee, Inpyo ; Ploberger, Werner |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Optimal test | multiple changepoints | structural change test |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 925. Published in Journal of Econometrics (1996), 70: 9-38 The price is None Number 1016 32 pages |
Classification: | C12 - Hypothesis Testing |
Source: |
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