Is MORE LESS? The role of data augmentation in testing for structural breaks

DOI10.1016/J.ECONLET.2017.03.033zbMath1400.62123OpenAlexW2600983027MaRDI QIDQ1673457

Yao Rao, B. P. M. McCabe

Publication date: 12 September 2018

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2017.03.033

zbMATH Keywords

regressionstructural changeCUSUM test

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15) Sequential statistical analysis (62L10)

Cites Work

• Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals
• The Cusum Test with Ols Residuals

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