A modified CUSUM test for orthogonal structural changes
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Publication:5958407
DOI10.1016/S0165-1765(01)00497-9zbMath0990.62096MaRDI QIDQ5958407
Publication date: 3 March 2002
Published in: Economics Letters (Search for Journal in Brave)
Linear regression; mixed models (62J05) Applications of statistics in engineering and industry; control charts (62P30)
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New formulations for recursive residuals as a diagnostic tool in the fixed-effects linear model with design matrices of arbitrary rank, Power properties of the modified CUSUM tests
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