The CUSUM test based on least squares residuals in regressions with integrated variables (Q1311292)
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scientific article; zbMATH DE number 484423
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The CUSUM test based on least squares residuals in regressions with integrated variables |
scientific article; zbMATH DE number 484423 |
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The CUSUM test based on least squares residuals in regressions with integrated variables (English)
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13 January 1994
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ordinary least squares
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limiting null distributions
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CUSUM test
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structural stability
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OLS residuals
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regression on time
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unit root autoregression with drift
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