A cusum test in the linear regression model with serially correlated disturbances (Q4853103)
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scientific article; zbMATH DE number 809357
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| English | A cusum test in the linear regression model with serially correlated disturbances |
scientific article; zbMATH DE number 809357 |
Statements
A cusum test in the linear regression model with serially correlated disturbances (English)
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3 December 1995
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Dufour test
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modified CUSUM test
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parameter instability
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structural change
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unknown change point
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linear model
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serially correlated disturbances
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preliminary estimate
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transformed data
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asymptotic significance level
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0.8506242632865906
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0.8381502628326416
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0.8376092314720154
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0.8314624428749084
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0.8314623832702637
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