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Alt, Raimund and Krämer, Walter (March 1986) a modification of the cusum test. Former Series > Forschungsberichte / Research Memoranda 229
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Abstract
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 |
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| Date Deposited: | 26 Sep 2014 10:34 |
| Last Modified: | 01 Apr 2016 14:07 |
| URI: | https://irihs.ihs.ac.at/id/eprint/229 |
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