The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863)
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scientific article; zbMATH DE number 6132501
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| English | The CUSUM of squares test for the stability of regression models with non-stationary regressors |
scientific article; zbMATH DE number 6132501 |
Statements
The CUSUM of squares test for the stability of regression models with non-stationary regressors (English)
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29 January 2013
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CUSUMSQ test
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Brownian bridge
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serial correlations
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non-stationary regressors
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0.8681074380874634
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0.8578729033470154
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0.8578688502311707
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0.8576290011405945
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