The following pages link to The Cusum Test with Ols Residuals (Q4006266):
Displayed 38 items.
- A simple nonparametric test for structural change in joint tail probabilities (Q531413) (← links)
- Structural changes and unit roots in non-stationary time series (Q643410) (← links)
- Testing and dating of structural changes in practice (Q956738) (← links)
- Implementing a class of structural change tests: an econometric computing approach (Q959387) (← links)
- Bootstrap-based tests for deterministic time-varying coefficients in regression models (Q961146) (← links)
- The monitoring test for the stability of regression models with nonstationary regressors (Q1046290) (← links)
- Testing parameter constancy in linear models against stochastic stationary parameters (Q1298466) (← links)
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671) (← links)
- The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292) (← links)
- Testing the constancy of regression parameters against continuous structural change (Q1329130) (← links)
- A range-CUSUM test with recursive residuals (Q1331848) (← links)
- Diagnostic test for structural change in cointegrated regression models (Q1351725) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- Tests for changes in models with a polynomial trend (Q1379916) (← links)
- Strong rules for detecting the number of breaks in a time series (Q1414624) (← links)
- Approximating the distribution of the maximum partial sum of normal deviates (Q1578215) (← links)
- Long memory versus structural breaks: an overview (Q1762969) (← links)
- Range vs. maximum in the OLS-based version of the CUSUM test (Q1802079) (← links)
- Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density (Q1852901) (← links)
- External bootstrap tests for parameter stability. (Q1858954) (← links)
- A CUSUM test for cointegration using regression residuals (Q1867711) (← links)
- Alternative boundaries for CUSUM tests (Q1880300) (← links)
- A trend-resistant test for structural change based on OLS residuals (Q1906292) (← links)
- (Q2701876) (← links)
- OPTIMAL TESTS FOR NESTED MODEL SELECTION WITH UNDERLYING PARAMETER INSTABILITY (Q3375347) (← links)
- Monitoring Structural Changes in Generalized Linear Models (Q3391838) (← links)
- Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
- An Optimal Retrospective Change Point Detection Policy (Q3552972) (← links)
- Sequential Detection of Change-Points in Linear Models (Q3630053) (← links)
- Variance estimators in the chu‐white test for structural change (Q4232104) (← links)
- Testing for random individual effects using recursive residuals (Q4355139) (← links)
- A radial basis function artificial neural network test for neglected nonlinearity (Q4458361) (← links)
- Tests For Constancy Of Model Parameters Over Time (Q4805746) (← links)
- The generalized fluctuation test: A unifying view (Q4853092) (← links)
- Nonmonotonic power for tests of a mean shift in a time series§ (Q5425736) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)
- A Unified Approach to Structural Change Tests Based on ML Scores,<i>F</i>Statistics, and OLS Residuals (Q5719302) (← links)
- A modified CUSUM test for orthogonal structural changes (Q5958407) (← links)