Structural Change Analysis in Linear Regression Model
Tallennettuna:
| Tekijät: | , |
|---|---|
| Aineistotyyppi: | artículo original |
| Tila: | Versión publicada |
| Julkaisupäivä: | 2010 |
| Kuvaus: | 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. |
| Maa: | Portal de Revistas UCR |
| Organisaatio: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Kieli: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/2126 |
| Linkit: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/2126 |
| Sanahaku: | Structural changes change point linear model maximum likelihood estimators test Cambio estructural punto de cambio modelos lineales estimadores pruebas de máxima verosimilitud |