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Project description

Exact significance tests for a changepoint in linear or multiple linear regression. Confidence intervals and confidence regions with exact coverage probabilities for the changepoint.

Project Information

Development Status : 4 - Beta
Intended Audience : End Users/Desktop
License : OSI Approved : GNU General Public License (GPL)
Natural Language : English
Operating System : Microsoft : Windows
Operating System : POSIX
Programming Language : C/C++
Topic : Econometrics : Structural Change
Topic : Regression Models

Registered: 2013-02-25 20:29
Activity Ranking: 0
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Thanks to:

Vienna University of Economics and Business

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