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
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
Journal title :
Journal of Econometrics