A cusum test in the linear regression model with serially correlated disturbances (Q4853103): Difference between revisions

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Latest revision as of 17:54, 23 May 2024

scientific article; zbMATH DE number 809357
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English
A cusum test in the linear regression model with serially correlated disturbances
scientific article; zbMATH DE number 809357

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    A cusum test in the linear regression model with serially correlated disturbances (English)
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    3 December 1995
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    Dufour test
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    modified CUSUM test
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    parameter instability
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    structural change
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    unknown change point
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    linear model
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    serially correlated disturbances
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    preliminary estimate
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    transformed data
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    asymptotic significance level
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