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- W2073758470 abstract "Three groups of test statistics for testing structural stability are compared. The statistics are based on predictions from univariate time series models. The first group ignores the specification and estimation variability, the second group ignores only the specification uncertainty, while the statistics in the third group take into account both specification and estimation variability. Although corresponding statistics in the three groups have identical asymptotic distributions, their small sample distributions differ markedly. It is suggested to use the statistics in the third group in practice." @default.
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- W2073758470 date "1988-11-01" @default.
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- W2073758470 title "Prediction tests for structural stability" @default.
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- W2073758470 doi "https://doi.org/10.1016/0304-4076(88)90059-0" @default.
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