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

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.

Identiferoai:union.ndltd.org:NSYSU/oai:NSYSU:etd-0729106-000648
Date29 July 2006
CreatorsChang, Jr-yang
ContributorsLee, chingnun, Diana HweiAn Tsai, Chun-Hsiung Liao
PublisherNSYSU
Source SetsNSYSU Electronic Thesis and Dissertation Archive
LanguageCholon
Detected LanguageEnglish
Typetext
Formatapplication/pdf
Sourcehttp://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0729106-000648
Rightsnot_available, Copyright information available at source archive

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