Edgerton, David; Wells, Curt - In: Oxford Bulletin of Economics and Statistics 56 (1994) 3, pp. 355-65
Data series containing more than 200 observations are common in financial economics. The usefulness of the cusumsq test in such medium-sized samples has been hampered by the lack of tabulated confidence bounds and by the inaccuracy of asymptotic approximations. In this paper, the authors extend...
