The CUSUM of squares test for the stability of regression models with non-stationary regressors (Q1934863)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The CUSUM of squares test for the stability of regression models with non-stationary regressors |
scientific article; zbMATH DE number 6132501
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The CUSUM of squares test for the stability of regression models with non-stationary regressors |
scientific article; zbMATH DE number 6132501 |
Statements
The CUSUM of squares test for the stability of regression models with non-stationary regressors (English)
0 references
29 January 2013
0 references
CUSUMSQ test
0 references
Brownian bridge
0 references
serial correlations
0 references
non-stationary regressors
0 references
