Monitoring structural change in dynamic econometric models
Year of publication: |
2002
|
---|---|
Authors: | Zeileis, Achim ; Leisch, Friedrich ; Kleiber, Christian ; Hornik, Kurt |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | Online monitoring | CUSUM | MOSUM | moving estimates | recursive estimates |
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