Optimal Changepoint Tests for Normal Linear Regression
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Note: CFP 925.
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- Andrews, Donald W. K. & Lee, Inpyo & Ploberger, Werner, 1996. "Optimal changepoint tests for normal linear regression," Journal of Econometrics, Elsevier, vol. 70(1), pages 9-38, January.
References listed on IDEAS
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Keywords
Optimal test; multiple changepoints; structural change test;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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