Multiple hypothesis test for parameter constancy based on recursive residuals

DOI10.1080/07474939708800391zbMath0892.62039OpenAlexW1992730626MaRDI QIDQ4355161

Chia-Shang James Chu

Publication date: 17 September 1997

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474939708800391

zbMATH Keywords

structural changemultiple hypothesis testingCUSUM testrecursive \(t\) test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Sequential statistical analysis (62L10)

Cites Work

• Unnamed Item
• Sequential analysis. Tests and confidence intervals
• Testing for Structural Change in Dynamic Models
• The Use of MOSUMS for Quality Control
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• MOSUM tests for parameter constancy

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