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- W2492453578 endingPage "112" @default.
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- W2492453578 abstract "Abstract This chapter begins by a introducing the well known Chow test of a single structural break in a linear model. The more general case in which the break‐point is assumed unknown is discussed next. This case involves an identification problem similar to that treated in Chapter 5. Lagrange multiplier tests designed for discovering not only breaks but smooth shifts in parameters receive attention, and the discussion is extended to vector models as well. Tests building on recursive estimation of parameters of the (linear) model are considered as well as tests of parameter constancy against stochastically varying parameters." @default.
- W2492453578 created "2016-08-23" @default.
- W2492453578 creator A5060430390 @default.
- W2492453578 creator A5066430786 @default.
- W2492453578 creator A5068098971 @default.
- W2492453578 date "2010-12-16" @default.
- W2492453578 modified "2023-09-27" @default.
- W2492453578 title "Testing parameter constancy" @default.
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