Keywords
CUSUMTest statisticMathematicsStability (learning theory)Linear regressionStatisticsLinear modelGoldfeld–Quandt testStatisticF-testStatistical hypothesis testingApplied mathematicsEconometricsComputer scienceZ-testMachine learning
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Publication Info
- Year
- 1989
- Type
- article
- Volume
- 40
- Issue
- 2
- Pages
- 307-318
- Citations
- 367
- Access
- Closed
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Cite This
Werner Ploberger,
Walter Krämer,
Karl Kontrus
(1989).
A new test for structural stability in the linear regression model.
Journal of Econometrics
, 40
(2)
, 307-318.
https://doi.org/10.1016/0304-4076(89)90087-0
Identifiers
- DOI
- 10.1016/0304-4076(89)90087-0