The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 484423
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The CUSUM test based on least squares residuals in regressions with integrated variables |
scientific article; zbMATH DE number 484423 |
Statements
The CUSUM test based on least squares residuals in regressions with integrated variables (English)
0 references
13 January 1994
0 references
ordinary least squares
0 references
limiting null distributions
0 references
CUSUM test
0 references
structural stability
0 references
OLS residuals
0 references
regression on time
0 references
unit root autoregression with drift
0 references
0 references
0.8937653303146362
0 references
0.8552905321121216
0 references
0.8552901148796082
0 references
0.8508884310722351
0 references
0.8477609157562256
0 references
