Approximate AsymptoticPValues for StructuraS-Change Tests
给出了近期提出的结构变化检验的渐近分布的数值近似,便于准确计算渐近p值,并提供了GAUSS程序。
Abstract Numerical approximations to the asymptotic distributions of recently proposed tests for structural change are presented. This enables easy yet accurate calculation of asymptotic p values. A GAUSS program is available to perform the computations. KEY WORDS: Changepoint estimatorsNonstandard distributionsQuandt test