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A trend-resistant test for structural change based on OLS residuals

  • Ploberger, Werner
  • Kramer, Walter

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3VWPP29-12/2/fcde28765c8c35af1e3fcb0172f00ec2
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 70 (1996)
Issue (Month): 1 (January)
Pages: 175-185

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Handle: RePEc:eee:econom:v:70:y:1996:i:1:p:175-185
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Ploberger, Werner & Kramer, Walter, 1992. "The CUSUM Test with OLS Residuals," Econometrica, Econometric Society, vol. 60(2), pages 271-85, March.
  2. Chu, Chia-Shang James & White, Halbert, 1992. "A Direct Test for Changing Trend," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 289-99, July.
  3. Hansen, Bruce E, 2002. "Tests for Parameter Instability in Regressions with I(1) Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 45-59, January.
  4. Ploberger, Werner & Kramer, Walter & Kontrus, Karl, 1989. "A new test for structural stability in the linear regression model," Journal of Econometrics, Elsevier, vol. 40(2), pages 307-318, February.
  5. Kramer, Walter & Ploberger, Werner & Alt, Raimund, 1988. "Testing for Structural Change in Dynamic Models," Econometrica, Econometric Society, vol. 56(6), pages 1355-69, November.
  6. Ploberger, Werner & Kramer, Walter, 1987. "Mean adjustment and the CUSUM test for structural change," Economics Letters, Elsevier, vol. 25(3), pages 255-258.
  7. Ploberger, Werner & Krämer;, Walter, 1990. "The Local Power of the CUSUM and CUSUM of Squares Tests," Econometric Theory, Cambridge University Press, vol. 6(03), pages 335-347, September.
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