CUSUM-type testing for changing parameters in a spatial autoregressive model for stock returns (Q2852493): Difference between revisions

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+Analysis II
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+Q4082864
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+Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
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+K-Sample Analogues of the Kolmogorov-Smirnov and Cramer-V. Mises Tests
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+The Cusum Test for Parameter Change in Time Series Models
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+A new test for structural stability in the linear regression model
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+Optimal Tests for Parameter Instability in the Generalized Method of Moments Framework
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+TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD
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