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  • Search: subject:"avg-type test"
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Year of publication
Subject
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Avg-type Test 1 Estimation theory 1 Exp-type Test 1 Mean-type Test 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Multiple Breaks 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1 Structural break 1 Strukturbruch 1 Sup-type Test 1 Time series analysis 1 Zeitreihenanalyse 1 avg-type test 1 exp-type test 1 mean-type test 1 multiple breaks 1 sup-type test 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Kurozumi, Eiji 2
Institution
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Institute of Economic Research, Hitotsubashi University 1
Published in...
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Global COE Hi-Stat Discussion Paper Series 1 Journal of time series econometrics 1
Source
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Testing for Multiple Structural Changes with Non-Homogeneous Regressors
Kurozumi, Eiji - Institute of Economic Research, Hitotsubashi University - 2012
This paper investigates tests for multiple structural changes with non-homogeneous regressors, such as polynomial trends. We consider exponential-type, supremum-type and average-type tests as well as the corresponding weighted-type tests suggested in the literature. We show that the limiting...
Persistent link: https://www.econbiz.de/10009651259
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Cover Image
Testing for multiple structural changes with non-homogeneous regressors
Kurozumi, Eiji - In: Journal of time series econometrics 7 (2015) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10010510054
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