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normla
2011 Oct 09
1
strucchange Nyblom-Hansen Test?
I want to apply Nyblom-Hansen test with the strucchange package, but I don't
know how is the correct way and what is the difference between the following
two approaches (leeding to different results):
data("longley")
# 1. Approach:
sctest(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley,
type = "Nyblom-Hansen")
#results in:
# Score-based CUSUM