Structural Change Analysis in Linear Regression Model
Gorde:
| Egileak: | , |
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| Formatua: | artículo original |
| Egoera: | Versión publicada |
| Argitaratze data: | 2010 |
| Deskribapena: | 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. |
| Herria: | Portal de Revistas UCR |
| Erakundea: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Hizkuntza: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/2126 |
| Sarrera elektronikoa: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/2126 |
| Gako-hitza: | Structural changes change point linear model maximum likelihood estimators test Cambio estructural punto de cambio modelos lineales estimadores pruebas de máxima verosimilitud |