Mean adjustment and the CUSUM test for structural change

DOI10.1016/0165-1765(87)90223-0zbMath1328.62436OpenAlexW2095285320MaRDI QIDQ900034

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(87)90223-0

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)

Related Items (2)

A trend-resistant test for structural change based on OLS residuals ⋮ On partial-sum processes of ARMAX residuals

Cites Work

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• On studentizing a test for structural change
• Invariance principles for recursive residuals

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