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A Robust Test for Non-Nested Hypotheses
Lin, Hsin-Yi - 2011
This paper uses a modified rank score test for non-nested linear regression models. The modified rank score test is robust with respect to models with non-normal distributions and can be viewed as a robust version of the J test of Davidson and MacKinnon (Econometrica 49:781-793, 1981)....
Persistent link: https://www.econbiz.de/10013126713
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Tests for changes in models with a polynomial trend
Kuan, Chung-ming - In: Journal of econometrics 84 (1998) 1, pp. 75-91
Persistent link: https://www.econbiz.de/10001234511
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A Range-CUSUM test with recursive residuals
Kuan, Chung-ming - In: Economics letters 45 (1994) 3, pp. 309-313
Persistent link: https://www.econbiz.de/10001165784
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming; Hornik, Kurt - 1993
Persistent link: https://www.econbiz.de/10000873620
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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1993 - Rev
Persistent link: https://www.econbiz.de/10000880879
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The generalized fluctuation test : a unifying view
Kuan, Chung-ming - In: Econometric reviews 14 (1995) 2, pp. 135-161
Persistent link: https://www.econbiz.de/10001180050
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Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, Chung-ming - In: Economics letters 44 (1994) 3, pp. 235-239
Persistent link: https://www.econbiz.de/10001160023
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Monitoring structural changes with the generalized fluctuation test
Leisch, Friedrich; Hornik, Kurt; Kuan, Chung-ming - In: Econometric theory 16 (2000) 6, pp. 835-854
Persistent link: https://www.econbiz.de/10001548329
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The moving-estimates test for parameter stability
Chu, Chia-shang James; Hornik, Kurt; Kuan, Chung-ming - 1994 - 2. rev
Persistent link: https://www.econbiz.de/10000891690