A modified CUSUM test for orthogonal structural changes (Q5958407): Difference between revisions

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Property / cites work: The Cusum Test with Ols Residuals / rank
 
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Latest revision as of 23:23, 3 June 2024

scientific article; zbMATH DE number 1715408
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A modified CUSUM test for orthogonal structural changes
scientific article; zbMATH DE number 1715408

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    A modified CUSUM test for orthogonal structural changes (English)
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    3 March 2002
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    symmetrization
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    randomization test
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    Monte Carlo test
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    exact inference
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