The moving-estimates test for parameter stability
Chia-Shang J. Chu, Kurt Hornik, and Chung-Ming Kuan
| Year of publication: |
1994 ; 2. rev
|
|---|---|
| Authors: | Chu, Chia-shang James ; Hornik, Kurt ; Kuan, Chung-ming |
| Publisher: |
Urbana-Champaign |
| Subject: | Statistischer Test | Statistical test | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
| Extent: | 27 S |
|---|---|
| Series: | Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration. - Urbana-Champaign, Ill., ZDB-ID 2262046-1. |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000891690