A sequential testing procedure for outliers and structural change

DOI10.1080/07474938808800145MaRDI QIDQ5750222zbMATH OpenOpenAlexFDO

Authors

Publication date 1988

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474938808800145

zbMATH Keywords

predictive failuresequences of independent teststest for outlierstest for structural change

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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Cites work

• An Iterated Procedure for Testing the Equality of Several Exponential Distributions
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• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The independence of tests for structural change in regression models
• The use of dummy variables to compute predictions, prediction errors, and confidence intervals

Cited in

(5)

• scientific article; zbMATH DE number 65180 (Why is no real title available?)
• Universal sequential outlier hypothesis testing
• Robust sequential test for hypotheses about discrete distributions in the presence of ``outliers
• AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
• Specification errors and the Chow test. An alternative view

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