Title of article
A trend-resistant test for structural change based on OLS residuals
Author/Authors
Ploberger، نويسنده , , Werner and Krنmer، نويسنده , , Walter، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1996
Pages
11
From page
175
To page
185
Abstract
We discuss the null distribution and local power of an OLS-based version of the CUSUM test and show that this, contrary to other tests for structural change like, e.g., the Ploberger-Kontrus-Krنmer fluctuation test, can also be applied to trending data.
Keywords
Structural Change , OLS residuals , Trending data
Journal title
Journal of Econometrics
Serial Year
1996
Journal title
Journal of Econometrics
Record number
1556544
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