The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863): Difference between revisions

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Latest revision as of 04:17, 6 July 2024

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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 of squares test for the stability of regression models with non-stationary regressors (English)
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    29 January 2013
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    CUSUMSQ test
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    Brownian bridge
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    serial correlations
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    non-stationary regressors
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