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- W1509667049 abstract "SummaryIt is remarkably easy to test for structural change, of the type that the classic For “Chow” test is designed to detect, in a manner that is robust to heteroskedasticity of possibly unknown form. This paper first discusses how to test for structural change in nonlinear regression models by using a variant of the Gauss-Newton regression. It then shows how to make these tests robust to heteroskedasticity of unknown form, and discusses several related procedures for doing so. Finally, it presents the results of a number of Monte Carlo experiments designed to see how well the new tests perform in finite samples." @default.
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- W1509667049 date "1989-01-01" @default.
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- W1509667049 title "Heteroskedasticity-Robust Tests for Structural Change" @default.
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- W1509667049 doi "https://doi.org/10.1007/978-3-642-48412-4_2" @default.
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