Tests for structural breaks in time-series data.

StataCorp. Tests for structural breaks in time-series data. Official feature and method overview.

Type

Web resource

Intellectual base

Web

Link

https://www.stata.com/features/overview/structural-breaks/

Cited by

1 citation across 1 artifact.

Domain-specific

• Chow Test
  • Supremum-Wald/F procedures, fluctuation tests, or breakpoint-estimation methods adjust for an unknown date or multiple candidate dates.

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Registry ID ref:6c41fd2571e8 · see in the full table