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Cited by 5,128

The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.

Techniques for Testing the Constancy of Regression Relationships Over Time

Brown, R. L., Durbin, J., Evans, J. M.·1975·Journal of the Royal Statistical Society Series B: Statistical Methodology
DOI 10.1111/j.2517-6161.1975.tb01532.x
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Abstract

Summary: Methods for studying the stability over time of regression relationships are considered. Recursive residuals, defined to be uncorrelated with zero means and constant variance, are introduced and tests based on the cusum and cusum of squares of recursive residuals are developed. Further techniques based on moving regressions, in which the regression model is fitted from a segment of data which is moved along the series, and on regression models whose coefficients are polynomials in time are studied. The Quandt log-likelihood ratio statistic is considered. Emphasis is placed on the use of graphical methods. The techniques proposed have been embodied in a comprehensive computer program, timvar. Use of the techniques is illustrated by applying them to three sets of data.

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Research works printed but not linked: 26

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  4. Bartlett, 1951, An inverse matrix adjustment arising in discriminant analysis, Ann. Math. Statist., 22, 107, 10.1214/aoms/1177729698 · DOI
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  8. Durbin, 1969, Tests for serial correlation in regression analysis based on the periodogram of least squares residuals, Biometrika, 56, 1, 10.1093/biomet/56.1.1 · doi:10.1093/biomet/56.1.1
  9. Durbin, 1970, An alternative to the bound test for testing serial correlation in least-squares regression, Econometrica, 38, 422, 10.2307/1909548 · doi:10.2307/1909548
  10. Durbin, 1971, Boundary-crossing probabilities for the Brownian motion and Poisson processes and techniques for computing the power of the Kolmogorov–Smirnov test, J. Appl. Prob., 8, 431, 10.2307/3212169 · doi:10.2307/3212169
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Metadata

Authors
Brown, R. L., Durbin, J., & Evans, J. M.
Venue
Journal of the Royal Statistical Society Series B: Statistical Methodology
Publisher
Oxford University Press (OUP)
Published
1975-01-01
Volume
37
Issue
2
Pages
149-163
ISSN
  • 1369-7412 (ISSN-L)
  • 1467-9868
DOI
10.1111/j.2517-6161.1975.tb01532.x
OpenAlex
W1531653575
Cited by
5,128
References
1
FWCI
21.22
Type
journal article
Language
en
Open access
closed
Licence
academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model (vor)

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CoChat. (2026). Citation check: Techniques for Testing the Constancy of Regression Relationships Over Time. https://app.cochat.ai/papers/10.1111/j.2517-6161.1975.tb01532.x
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Brown, R. L., Durbin, J., & Evans, J. M. (1975). Techniques for Testing the Constancy of Regression Relationships Over Time. Journal of the Royal Statistical Society Series B: Statistical Methodology. https://doi.org/10.1111/j.2517-6161.1975.tb01532.x

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