The DOI matches its Crossref record; 5 of the 5 references it cites were found in a registry or an index.
The Cusum Test with Ols Residuals
Abstract
The authors show that the CUSUM test of the stability over time of the coefficients of a linear regression model, which is usually based on recursive residuals, can also be applied to ordinary least squares residuals. The authors derive the limiting null distribution of the resulting test and compare its local power to that of the standard procedure. It turns out that neither version is uniformly superior to the other. Copyright 1992 by The Econometric Society.
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Cites
Convergence of Probability Measures
Billingsley, P. (1999) · Wiley Series in Probability and Statistics · doi:10.1002/9780470316962 · Cited by 13,910
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 · Cited by 5,128
A new test for structural stability in the linear regression model
Ploberger, W., Krämer, W., & Kontrus, K. (1989) · Journal of Econometrics · doi:10.1016/0304-4076(89)90087-0 · Cited by 361
Self-citationTesting for Structural Change in Dynamic Models
Kramer, W., Ploberger, W., & Alt, R. (1988) · Econometrica · doi:10.2307/1913102 · Cited by 259
Self-citationMacNeill, I. B. (1978) · The Annals of Statistics · doi:10.1214/aos/1176344133 · Cited by 205
Cited by
Pausas, J. G., & Fernández-Muñoz, S. (2012) · Climatic Change · doi:10.1007/s10584-011-0060-6 · Cited by 826
Quantile cointegrating regression
Xiao, Z. (2009) · Journal of Econometrics · doi:10.1016/j.jeconom.2008.12.005 · Cited by 431
A model of carbon price interactions with macroeconomic and energy dynamics
Chevallier, J. (2011) · Energy Economics · doi:10.1016/j.eneco.2011.07.012 · Cited by 266
Monitoring structural change in dynamic econometric models
Zeileis, A., Leisch, F., Kleiber, C., & Hornik, K. (2005) · Journal of Applied Econometrics · doi:10.1002/jae.776 · Cited by 214
MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST
Leisch, F., Hornik, K., & Kuan, C.-M. (2000) · Econometric Theory · doi:10.1017/s0266466600166022 · Cited by 128
Metadata
- Authors
- Ploberger, W., & Kramer, W.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1992-03
- Volume
- 60
- Issue
- 2
- Pages
- 271
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2094069555
- Cited by
- 601
- References
- 5
- FWCI
- 9.18
- Type
- journal article
- Language
- en
- Open access
- closed
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