Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals

DOI10.2307/2986299MaRDI QIDQ3886696zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2986299

zbMATH Keywords

cumulative sum of squares of ordinary least squares residualstesting constancy of regression relationships

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Cited in

(13)

• A new test for structural stability in the linear regression model
• The CUSUM test based on least squares residuals in regressions with integrated variables
• Gradient-based structural change detection for nonstationary time series M-estimation
• Is MORE LESS? The role of data augmentation in testing for structural breaks
• Detecting a change in the intercept in multiple regression
• Change-point problems: bibliography and review
• A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
• THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS
• On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic
• ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
• Cumulated sum of squares statistics for nonlinear and nonstationary regressions
• Detecting at-most-\(\mathfrak{m}\) changes in linear regression models
• CUSUM of Squares‐Based Tests for a Change in Persistence

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