✦ LIBER ✦

A modified CUSUM test for orthogonal structural changes

✍ Scribed by Richard Luger

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Mean adjustment and the CUSUM test for s

✍ Werner Ploberger; Walter Krämer 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 186 KB

CUSUM of Squares-Based Tests for a Chang

✍ Stephen Leybourne; Robert Taylor; Tae-Hwan Kim 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 599 KB

The Cusum Test for Parameter Change in T

✍ Sangyeol Lee; Jeongcheol Ha; Okyoung Na; Seongryong Na 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 183 KB

An adaptation of Page’s CUSUM test for c

✍ Edit Gombay; Daniel Serban 📂 Article 📅 2005 🏛 Springer Netherlands 🌐 English ⚖ 170 KB

A CUSUM test for cointegration using reg

✍ Zhijie Xiao; Peter C.B. Phillips 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 144 KB

The Cusum of Squares Test for Scale Chan

✍ Sangyeol Lee; Siyun Park 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 319 KB