Multiple hypothesis test for parameter constancy based on recursive residuals (Q4355161)
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scientific article; zbMATH DE number 1062701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple hypothesis test for parameter constancy based on recursive residuals |
scientific article; zbMATH DE number 1062701 |
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Multiple hypothesis test for parameter constancy based on recursive residuals (English)
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17 September 1997
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multiple hypothesis testing
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structural change
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CUSUM test
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recursive \(t\) test
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