A trend-resistant test for structural change based on OLS residuals (Q1906292): Difference between revisions

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+Walter Kramer
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+MaRDI publication profile
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+https://doi.org/10.1016/0304-4076(94)01688-7
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+W2086004486
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+Q4082864
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@@ Property / cites work @@
+Q5560061
@@ Property / cites work: Q5560061 / rank @@
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@@ Property / cites work @@
+A Test for a Shifting Slope Coefficient in a Linear Model
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+Testing for Structural Change in Dynamic Models
@@ Property / cites work: Testing for Structural Change in Dynamic Models / rank @@
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@@ Property / cites work @@
+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative
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+Mean adjustment and the CUSUM test for structural change
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+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
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+A new test for structural stability in the linear regression model
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+Invariance principles for recursive residuals
@@ Property / cites work: Invariance principles for recursive residuals / rank @@
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