Range vs. maximum in the OLS-based version of the CUSUM-test
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Bibliographic InfoPaper provided by Maastricht University in its series Open Access publications from Maastricht University with number urn:nbn:nl:ui:27-5926.
Date of creation: 1992
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Publication status: Published in Economics letters (1992) v.40, p.379-381
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Web page: http://www.maastrichtuniversity.nl/web/Home.htm
Other versions of this item:
- Kramer, Walter & Schotman, Peter, 1992. "Range vs. maximum in the OLS-based version of the CUSUM test," Economics Letters, Elsevier, vol. 40(4), pages 379-381, December.
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- Krämer, Walter & van Kampen, Maarten, 2011. "A simple nonparametric test for structural change in joint tail probabilities," Economics Letters, Elsevier, vol. 110(3), pages 245-247, March.
- Zeileis, Achim, 2006. "Implementing a class of structural change tests: An econometric computing approach," Computational Statistics & Data Analysis, Elsevier, vol. 50(11), pages 2987-3008, July.
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