The CUSUM of squares test for the stability of regression models with non-stationary regressors
Year of publication: |
2008
|
---|---|
Authors: | Lu, Xinhong ; Maekawa, Koichi ; Lee, Sangyeol |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 100.2008, 2, p. 234-237
|
Subject: | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process |
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