The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The CUSUM of squares test for the stability of regression models with non-stationary regressors |
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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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