Range vs. maximum in the OLS-based version of the CUSUM test
type: Item
instance of: scholarly article
title: Range vs. maximum in the OLS-based version of the CUSUM test
zbMATH Open document ID: 0769.62045
DOI: 10.1016/0165-1765(92)90130-Q
published in: Economics Letters
publication date: 1993-08-08T00:00:00Z
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 218937
zbMATH Keywords: ordinary least squares
zbMATH Keywords: CUSUM test
zbMATH Keywords: null hypothesis of parameter constancy
zbMATH Keywords: OLS residuals
zbMATH Keywords: test for structural change
zbMATH Keywords: Brownian bridge
author: Walter Krämer
author: Peter C. Schotman
MaRDI profile type: Publication
cites work: Q4082864
cites work: The distribution of the maximum Brownian excursion
cites work: Testing for Structural Change in Dynamic Models
cites work: The Cusum Test with Ols Residuals
description: scientific article; zbMATH DE number 218937