The monitoring test for the stability of regression models with nonstationary regressors
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Publication:1046290
DOI10.1016/J.ECONLET.2009.08.013zbMath1181.62139OpenAlexW2023392049MaRDI QIDQ1046290
Publication date: 21 December 2009
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2009.08.013
Related Items (2)
Monitoring parameter changes for random coefficient autoregressive models ⋮ Test for parameter changes in generalized random coefficient autoregressive model
Cites Work
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- MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
- Monitoring Distributional Changes in Autoregressive Models
- The Cusum Test with Ols Residuals
- The Cusum Test for Parameter Change in Regression Models with ARCH Errors
- The Cusum Test for Parameter Change in Time Series Models
- Monitoring Structural Change
- SEQUENTIAL CHANGE-POINT DETECTION IN GARCH(p,q) MODELS
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