MEAN ADJUSTMENT AND THE CUSUM TEST FOR STRUCTURAL-CHANGE

被引:3
作者
PLOBERGER, W [1 ]
KRAMER, W [1 ]
机构
[1] UNIV HANNOVER,D-3000 HANNOVER 91,FED REP GER
关键词
D O I
10.1016/0165-1765(87)90223-0
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:255 / 258
页数:4
相关论文
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[3]  
KRAMER W, 1987, TESTING STRUCTURAL C
[4]   ON STUDENTIZING A TEST FOR STRUCTURAL-CHANGE [J].
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ECONOMICS LETTERS, 1986, 20 (04) :341-344
[5]   INVARIANCE-PRINCIPLES FOR RECURSIVE RESIDUALS [J].
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ANNALS OF STATISTICS, 1982, 10 (01) :307-312