strucchange : an R package for testing for structural change in linear regression models

Autoren-Abstract: This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized fluctuation test framework as well as from the F test (Chow test) framework...

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Year of publication:	2001-05-01
Authors:	Zeileis, Achim ; Leisch, Friedrich ; Hornik, Kurt ; Kleiber, Christian
Publisher:	Institut für Informationsverarbeitung und -wirtschaft <Wien>

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Extent:	247808 bytes 37 p. application/pdf
Series:	Wirtschaftsuniversität Wien - Forschungsbezogene elektronische Publikationen Wirtschaftsuniversität Wien - Institut für Informationsverarbeitung und -wirtschaft - SFB Adaptive Information Systems and Modelling in Economics and Management Science - Report Series ; 55 (2001)
Type of publication:	Book / Working Paper
Language:	English
Classification:	Subject matter and research method of business administration ; Business data processing. Other aspects ; Individual Working Papers, Preprints
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005841628