Range vs. maximum in the OLS-based version of the CUSUM test (Q1802079)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Range vs. maximum in the OLS-based version of the CUSUM test |
scientific article |
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Range vs. maximum in the OLS-based version of the CUSUM test (English)
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8 August 1993
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ordinary least squares
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CUSUM test
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null hypothesis of parameter constancy
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OLS residuals
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test for structural change
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Brownian bridge
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