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- W81285094 abstract "We test for structural change in the linear regression model when both the number and the timing of possible structural shifts are unknown. We compare the Ploberger-Kra’mer-Kontrus (1987) ‘Fluctuation Test’ to the Brown-Durbin-Evans (1975) CUSUM test and find that the former does better for many alternatives." @default.
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- W81285094 date "1989-01-01" @default.
- W81285094 modified "2023-10-01" @default.
- W81285094 title "A Comparison of two Significance Tests for Structural Stability in the Linear Regression Model" @default.
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- W81285094 doi "https://doi.org/10.1007/978-94-015-7819-6_11" @default.
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