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Sequential moving sums of squares of OLS residuals in parameter stability testing

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  • Anders Westlund

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  • Anders Westlund, 1984. "Sequential moving sums of squares of OLS residuals in parameter stability testing," Quality & Quantity: International Journal of Methodology, Springer, vol. 18(3), pages 261-273, May.
    • Handle: RePEc:spr:qualqt:v:18:y:1984:i:3:p:261-273
    DOI: 10.1007/BF00156459
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    References listed on IDEAS

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    1. B. P. M. McCabe & M. J. Harrison, 1980. "Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 29(2), pages 142-148, June.
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    Cited by:

    1. Joseph Glaz & Joseph Naus & Xiao Wang, 2012. "Approximations and Inequalities for Moving Sums," Methodology and Computing in Applied Probability, Springer, vol. 14(3), pages 597-616, September.

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