Alternative boundaries for CUSUM tests
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DOI: 10.1007/BF02778274
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- Tom Doan, "undated". "CUSUMTESTS: RATS procedure to compute and display CUSUM and CUSUMQ tests," Statistical Software Components RTS00045, Boston College Department of Economics.
References listed on IDEAS
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- Sven Otto & Jorg Breitung, 2020. "Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data," Papers 2003.02682, arXiv.org, revised Mar 2022.
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Keywords
CUSUM test; structural change;Statistics
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