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Testing for Structural Change in Dynamic Models

✍ Scribed by Walter Krämer, Werner Ploberger and Raimund Alt


Book ID
115441126
Publisher
John Wiley and Sons
Year
1988
Tongue
English
Weight
321 KB
Volume
56
Category
Article
ISSN
0012-9682

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Monitoring structural change in dynamic
✍ Achim Zeileis; Friedrich Leisch; Christian Kleiber; Kurt Hornik 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 232 KB

## Abstract The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation‐type tests in a monitoring situation—given a history period for which a regression relationship is known to be