Approximate asymptotic p values for structural-change tests

被引：350

作者：

Hansen, BE

机构：

来源：

JOURNAL OF BUSINESS & ECONOMIC STATISTICS | 1997年 / 15卷 / 01期

关键词：

changepoint estimators; nonstandard distributions; Quandt test;

D O I：

10.2307/1392074

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Numerical approximations to the asymptotic: distributions of recently proposed tests for structural change are presented. This enables easy yet accurate calculation uf asymptotic p values. A GAUSS program is available to perform the computations.

引用

页码：60 / 67

页数：8

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