Structural Change Analysis in Linear Regression Model.
Assuming that the observations are from normal distribution we obtain de distribution of the maximum likelihood ratio test if there is a change in the parameters at an unknown time and we find the maximum likehood estimators of the time change too.
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad de Costa Rica
2010-07-01
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| Series: | Revista de Matemática: Teoría y Aplicaciones |
| Online Access: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/2126 |