Weighted Average Power Similar Tests for Structural Change for the Gaussian Linear Regression Model
Year of publication: |
2005-08
|
---|---|
Authors: | Forchini, Giovanni |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Linear Regression Model | Similar Tests | Invariant Tests | Structural Change | Weighted Average Power Tests | Laplace Approximation | Uniform Laplace Approximation |
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