On studentizing a test for structural change
From MaRDI portal
Publication:899778
DOI10.1016/0165-1765(86)90009-1zbMath1328.62435OpenAlexW1965467464MaRDI QIDQ899778
Werner Ploberger, Walter Kramer
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(86)90009-1
Related Items
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change ⋮ Mean adjustment and the CUSUM test for structural change ⋮ Monitoring parameter change in time series models ⋮ 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 ⋮ Monitoring Distributional Changes in Autoregressive Models ⋮ A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
Cites Work
