BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA

DOI10.1017/s0266466622000159arXiv2003.02682OpenAlexW4223412343MaRDI QIDQ6115048

Jörg Breitung, Sven Otto

Publication date: 15 August 2023

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

Full work available at URL: https://arxiv.org/abs/2003.02682

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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