TESTING THE STABILITY OF REGRESSION COEFFICIENTS USING GENERALIZED RECURSIVE RESIDUALS

DOI10.1111/J.1467-842X.1990.TB01025.XzbMath0723.62037OpenAlexW2171743801MaRDI QIDQ3210725

Paul Michels, Götz Trenkler

Publication date: 1990

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1990.tb01025.x

zbMATH Keywords

outliersinstabilitysimulation studymisspecificationrecursive residualsruns testCUSUM-testsMOSUM-techniques

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Economic time series analysis (91B84)

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