Alternative boundaries for CUSUM tests

Achim Zeileis ()

Statistical Papers, 2004, vol. 45, issue 1, 123-131

Keywords: CUSUM test; structural change (search for similar items in EconPapers)
Date: 2004
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (24)

Downloads: (external link)
http://hdl.handle.net/10.1007/BF02778274 (text/html)
Access to full text is restricted to subscribers.

Related works:
Software Item: CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:stpapr:v:45:y:2004:i:1:p:123-131

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/BF02778274

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().