A Joint Chow Test for Structural Instability
The classical Chow test for structural instability requires strictly exogenousregressors and a break-point specified in advance. In this paper, we consider twogeneralisations, the one-step recursive Chow test (based on the sequence of studentisedrecursive residuals) and its supremum counterpart, whi...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2015-03-01
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| Series: | Econometrics |
| Subjects: | |
| Online Access: | http://www.mdpi.com/2225-1146/3/1/156 |