On CUSUM test for dynamic panel models

DOI10.1007/s10260-020-00533-7zbMath1480.62176OpenAlexW3041032996MaRDI QIDQ2059108

Sangyeol Lee, Minyoung Jo

Publication date: 13 December 2021

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10260-020-00533-7

zbMATH Keywords

CUSUM testparameter change testdynamic panel modelweak convergence to a Gaussian process

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)

Cites Work

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