A trend-resistant test for structural change based on OLS residuals

DOI10.1016/0304-4076(94)01688-7zbMath0834.62085OpenAlexW2086004486MaRDI QIDQ1906292

Werner Ploberger, Walter Kramer

Publication date: 12 February 1996

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01688-7

zbMATH Keywords

CUSUM testlocal powerfluctuation testnull distributionordinary least squares residualstests for structural changetrending data

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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