Range vs. maximum in the OLS-based version of the CUSUM test
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Publication:1802079
DOI10.1016/0165-1765(92)90130-QzbMath0769.62045MaRDI QIDQ1802079
Walter Kramer, Peter C. Schotman
Publication date: 8 August 1993
Published in: Economics Letters (Search for Journal in Brave)
Brownian bridgeordinary least squaresCUSUM testOLS residualsnull hypothesis of parameter constancytest for structural change
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