Abstract
Test procedures for detection of changes in econometric models are developed and their limit properties are studied. Particular attenton is paid to the so called L(1) procedures.
Simulations and applications on econometric data are made.
Test procedures for detection of changes in econometric models are developed and their limit properties are studied. Particular attenton is paid to the so called L(1) procedures.
Simulations and applications on econometric data are made.
