Testes para quebras estruturais em modelos não-lineares

=== Since 1980 theoretical and empirical researches to detect changes in the parameters of non-linear models have been accumulated. In this context, there is still no consensus on the best statistical test for the detection of structural breaks. This work aims to make a study about main tests of th...

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Bibliographic Details
Main Author: Edimeire Alexandra Pinto
Other Authors: Ela Mercedes Medrano de Toscano
Format: Others
Language:Portuguese
Published: Universidade Federal de Minas Gerais 2008
Online Access:http://hdl.handle.net/1843/RFFO-7UEM3L