A sequential testing procedure for outliers and structural change

DOI10.1080/07474938808800145zbMath0718.62184OpenAlexW1986287948MaRDI QIDQ5750222

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Publication date: 1988

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938808800145

zbMATH Keywords

test for structural changetest for outlierspredictive failuresequences of independent tests

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

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Cites Work

• Unnamed Item
• The independence of tests for structural change in regression models
• The use of dummy variables to compute predictions, prediction errors, and confidence intervals
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• An Iterated Procedure for Testing the Equality of Several Exponential Distributions

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