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Kybernetika 36(4):401-414, 2000.

Some Invariant Test Procedures for Detection of Structural Changes.

Marie Hušková


Abstract:

Regression and scale invariant $M$-test procedures are developed for detection of structural changes in linear regression model. Their limit properties are studied under the null hypothesis.


Keywords:


AMS:


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BIB TeX

@article{kyb:2000:4:401-414,

author = {Hu\v{s}kov\'{a}, Marie},

title = {Some Invariant Test Procedures for Detection of Structural Changes.},

journal = {Kybernetika},

volume = {36},

year = {2000},

number = {4},

pages = {401-414}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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