strucchange: An R Package for Testing for Structural Change in Linear Regression Models
This paper reviews tests for structural change in linear regression models from the generalized fluctuation test framework as well as from the F test (Chow test) framework. It introduces a unified approach for implementing these tests and presents how these ideas have been realized in an R packag...
| Main Authors: | , , , |
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| Format: | Others |
| Language: | en |
| Published: |
American Statistical Association
2002
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| Subjects: | |
| Online Access: | http://epub.wu.ac.at/4001/1/strucchange.pdf |