Revista de Matemática: Teoría y Aplicaciones ISSN Impreso: 1409-2433 ISSN electrónico: 2215-3373

OAI: https://revistas.ucr.ac.cr/index.php/matematica/oai
Structural Change Analysis in Linear Regression Model
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Keywords

Structural changes
change point
linear model
maximum likelihood estimators
test
Cambio estructural
punto de cambio
modelos lineales
estimadores
pruebas de máxima verosimilitud

How to Cite

Pérez Salvador, B. R., & García Salazar, M. G. (2010). Structural Change Analysis in Linear Regression Model. Revista De Matemática: Teoría Y Aplicaciones, 17(2), 159–178. https://doi.org/10.15517/rmta.v17i2.2126

Abstract

Assuming that the observations are from normal distribution we obtain de distribution of the maximum likelihood ratio test if there is a change in the parameters at an unknown time and we find the maximum likehood estimators of the time change too.

https://doi.org/10.15517/rmta.v17i2.2126
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Copyright (c) 2010 Blanca Rosa Pérez Salvador, María Guadalupe García Salazar

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