strucchange

Zeileis, A., Leisch, F., Hornik, K., & Kleiber, C. (2002). strucchange: An R Package for Testing for Structural Change in Linear Regression Models. Journal of Statistical Software.

Type

Journal article

Intellectual base

Primary research

Year

2002

DOI

10.18637/jss.v007.i02

Link

https://doi.org/10.18637/jss.v007.i02

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.

Verification

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Registry ID ref:c692cb3e515e · see in the full table