A trend-resistant test for structural change based on OLS residuals
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Publication:1906292
DOI10.1016/0304-4076(94)01688-7zbMath0834.62085OpenAlexW2086004486MaRDI QIDQ1906292
Werner Ploberger, Walter Kramer
Publication date: 12 February 1996
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(94)01688-7
CUSUM testlocal powerfluctuation testnull distributionordinary least squares residualstests for structural changetrending data
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
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