The monitoring test for the stability of regression models with nonstationary regressors (Q1046290): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2009.08.013
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+W2023392049
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+SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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+Q4082864
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+Monitoring Structural Change
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+The Cusum Test for Parameter Change in Regression Models with ARCH Errors
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+Monitoring Distributional Changes in Autoregressive Models
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+MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
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+The CUSUM of squares test for the stability of regression models with non-stationary regressors
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+The Cusum Test with Ols Residuals
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+The CUSUM test based on least squares residuals in regressions with integrated variables
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