Variable selection based testing for parameter changes in regression with autoregressive dependence
Lajos Horváth, Piotr Kokoszka, Shanglin Lu
| Year of publication: |
2024
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| Authors: | Horváth, Lajos ; Kokoszka, Piotr ; Lu, Shanglin |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 42.2024, 4, p. 1331-1343
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| Subject: | Change points | Significance test | Time series regression | Variable selection | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2024.2310025 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015533790