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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Examine the Impacts of Structural Changes on the Networking Products¡GThe Comparison of Chow, CUSUM, STAR Tests.

Chang, Jr-yang 29 July 2006 (has links)
Abstract Under the great impact and known to all, the structural changes may be obviously clear that can be observed out, when being not so obvious, should observe whether there are structural changes to appear, it is very difficult to get a clear result clearly to turn into. This paper tries to use such models as Chow test, CUSUM test, CUSUMSQ test, STAR in unknown cases, whether going to assay the data separately has structural changes, various kinds of examination ways of result received are each different to some extent, clear conclusion not unanimous and unified. The dominance the Chow test is the most obvious; Consider heteroscedasticity and autocorrelation restriction in because CUSUM test and CUSUMSQ test model, it is not apt to demonstrate the dominance instead; The STAR depends on state of the materials.

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