a modification of the cusum test

Alt, Raimund and Krämer, Walter (March 1986) a modification of the cusum test. Forschungsberichte / Research Memoranda 229

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summary: we show via monte carlo experiments that the power of the brown-durbin-evans cusum test for the stability of regression relationships over time can be improved upon by using an alternative estimate for the variance of the disturbances in the regression.;

Item Type: IHS Series
Status: Published
Date Deposited: 26 Sep 2014 10:34
Last Modified: 01 Apr 2016 14:07
URI: http://irihs.ihs.ac.at/id/eprint/229

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