A cusum test in the linear regression model with serially correlated disturbances (Q4853103)
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scientific article; zbMATH DE number 809357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cusum test in the linear regression model with serially correlated disturbances |
scientific article; zbMATH DE number 809357 |
Statements
A cusum test in the linear regression model with serially correlated disturbances (English)
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3 December 1995
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Dufour test
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modified CUSUM test
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parameter instability
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structural change
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unknown change point
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linear model
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serially correlated disturbances
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preliminary estimate
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transformed data
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asymptotic significance level
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