The Cusum Test with Ols Residuals (Q4006266)

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The Cusum Test with Ols Residuals
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    title
    The Cusum Test with Ols Residuals (English)
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    DOI
    10.2307/2951597
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    author
    Werner Ploberger
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    Walter Kramer
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    published in
    Econometrica
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    publication date
    26 September 1992
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    Mathematics Subject Classification ID
    62P20
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    62J05
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    62E20
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    zbMATH DE Number
    55648
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    zbMATH Keywords
    CUSUM test
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    recursive residuals
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    ordinary least squares residuals
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    limiting null distribution
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    local power
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