A modified CUSUM test for orthogonal structural changes
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Cites work
- Concepts of nonparametric theory
- scientific article; zbMATH DE number 3841064 (Why is no real title available?)
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- Modified Randomization Tests for Nonparametric Hypotheses
- Testing for Structural Change in Dynamic Models
- The Cusum Test with Ols Residuals
Cited in
(8)- Alternative boundaries for CUSUM tests
- A trend-resistant test for structural change based on OLS residuals
- Testing for Structural Change in Dynamic Models
- Multiple hypothesis test for parameter constancy based on recursive residuals
- A cusum test in the linear regression model with serially correlated disturbances
- Power properties of the modified CUSUM tests
- Mean adjustment and the CUSUM test for structural change
- New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank
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