The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863): Difference between revisions
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| Property / cites work: The Cusum Test for Parameter Change in Time Series Models / rank | |||
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| Property / cites work: The Cusum Test for Parameter Change in Regression Models with ARCH Errors / rank | |||
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| Property / cites work: Estimation in dynamic regression with an integrated process / rank | |||
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| Property / cites work: The Cusum Test with Ols Residuals / rank | |||
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| Property / cites work: The CUSUM test based on least squares residuals in regressions with integrated variables / rank | |||
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Latest revision as of 04:17, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The CUSUM of squares test for the stability of regression models with non-stationary regressors |
scientific article |
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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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