A range-CUSUM test with recursive residuals

DOI10.1016/0165-1765(94)90029-9zbMath0800.62790OpenAlexW2078506189MaRDI QIDQ1331848

Chung-Ming Kuan

Publication date: 29 August 1994

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)90029-9

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• Range vs. maximum in the OLS-based version of the CUSUM test
• Testing for Structural Change in Dynamic Models
• The Cusum Test with Ols Residuals
• The generalized fluctuation test: A unifying view
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables

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