a modification of the cusum test
summary: we show via monte carlo experiments that the power of the brown-durbin-evans cusum test for the stability of regression relationships over time can be improved upon by using an alternative estimate for the variance of the disturbances in the regression.;| Link(s) zu Dokument(en): | IHS Publikation |
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| Hauptverfasser: | , |
| Format: | IHS Series NonPeerReviewed |
| Sprache: | Englisch |
| Veröffentlicht: |
institut fuer hoehere studien
1986
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| Zusammenfassung: | summary: we show via monte carlo experiments that the power of the brown-durbin-evans cusum test for the stability of regression relationships over time can be improved upon by using an alternative estimate for the variance of the disturbances in the regression.; |
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