A NEW TEST FOR STRUCTURAL STABILITY IN THE LINEAR-REGRESSION MODEL

被引：161

作者：

PLOBERGER, W

KRAMER, W

KONTRUS, K

机构：

[1] UNIV HANOVER,D-3000 HANOVER,FED REP GER

[2] INST HOHERE STUDIEN,A-1060 VIENNA,AUSTRIA

来源：

关键词：

D O I：

10.1016/0304-4076(89)90087-0

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：307 / 318

页数：12

共 17 条

[1]

Billingsley P, 1968, CONVERGENCE PROBABIL

[2]

BROWN RL, 1975, J ROY STAT SOC B MET, V37, P149

DUFOUR, JM .

[4]

Fisz, 1963, PROBABILITY THEORY M

[5]

HACKL P, 1980, TESTING CONSTANCY RE

[6]

HACKL P, 1985, CP8531 IIASA COLL PA

[7] TESTING A SEQUENCE OF OBSERVATIONS FOR A SHIFT IN LOCATION [J].

HAWKINS, DM .

[8]

KONTRUS K, 1984, ECONOMETRIC SOC EURO

[9]

Kramer W, 1986, LINEAR REGRESSION MO

[10]

McCabe B. P. M., 1980, Applied Statistics, V29, P142, DOI 10.2307/2986299