Structural Change Analysis in Linear Regression Model
Shranjeno v:
| Autores: | , |
|---|---|
| Format: | artículo original |
| Status: | Versión publicada |
| Fecha de Publicación: | 2010 |
| Opis: | 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. |
| País: | Portal de Revistas UCR |
| Institucija: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Jezik: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/2126 |
| Online dostop: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/2126 |
| Ključna beseda: | Structural changes change point linear model maximum likelihood estimators test Cambio estructural punto de cambio modelos lineales estimadores pruebas de máxima verosimilitud |