Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals

DOI10.2307/2986299zbMath0443.62055OpenAlexW2401368300MaRDI QIDQ3886696

No author found.

Publication date: 1980

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2986299

zbMATH Keywords

cumulative sum of squares of ordinary least squares residualstesting constancy of regression relationships

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Monte Carlo methods (65C05)

Related Items

Detecting at‐Most‐m Changes in Linear Regression Models ⋮ A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change ⋮ Detecting a change in the intercept in multiple regression ⋮ Gradient-based structural change detection for nonstationary time series M-estimation ⋮ A new test for structural stability in the linear regression model ⋮ Is MORE LESS? The role of data augmentation in testing for structural breaks ⋮ On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic ⋮ CUSUM of Squares‐Based Tests for a Change in Persistence ⋮ ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS ⋮ CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS ⋮ THE LIMIT DISTRIBUTION OF THE CUSUM OF SQUARES TEST UNDER GENERAL MIXING CONDITIONS ⋮ Change-point problems: bibliography and review ⋮ The CUSUM test based on least squares residuals in regressions with integrated variables