The CUSUM of squares test for the stability of regression models with non-stationary regressors
type: Item
instance of: scholarly article
title: The CUSUM of squares test for the stability of regression models with non-stationary regressors
zbMATH Open document ID: 1255.62269
author: Xinhong Lu
author: Koichi Maekawa
author: Sangyeol Lee
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6132501
zbMATH Keywords: CUSUMSQ test
zbMATH Keywords: Brownian bridge
zbMATH Keywords: serial correlations
zbMATH Keywords: non-stationary regressors
MaRDI profile type: Publication
full work available at URL: j.econlet.2008.01.018
OpenAlex ID: W2078095098
cites work: Q4082864
cites work: The Cusum Test for Parameter Change in Time Series Models
cites work: The Cusum Test for Parameter Change in Regression Models with ARCH Errors
cites work: Estimation in dynamic regression with an integrated process
cites work: The Cusum Test with Ols Residuals
cites work: The CUSUM test based on least squares residuals in regressions with integrated variables
DOI: 10.1016/J.ECONLET.2008.01.018
description: scientific article; zbMATH DE number 6132501