a modification of the cusum test

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


Download (430kB) | Preview


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
Date Deposited: 26 Sep 2014 10:34
Last Modified: 01 Apr 2016 14:07
URI: https://irihs.ihs.ac.at/id/eprint/229

Actions (login required)

View Item View Item