Search Results - subject:"MOSUM"

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Model Stability Test of Money Demand by Monthly Time Series Using CUSUM and MOSUM Tests: Evidence from Turkey

Talas, Emrah; Kaplan, Fatih; Celik, Ali Kemal - In: Research in World Economy 4 (2013) 2, pp. 36-42

periods of 2001:5-2011:3 in Turkey was tested by recursive CUSUM and MOSUM tests. The results of CUSUM and MOSUM tests …

Persistent link: https://www.econbiz.de/10011267354

Monitoring a change in persistence of a long range dependent time series

Heinen, Florian; Willert, Juliane - 2011

propose the use of a MOSUM type test which allows sequential application whenever new data arrives. We derive the asymptotic …

Persistent link: https://www.econbiz.de/10010294446

Monitoring a change in persistence of a long range dependent time series

Heinen, Florian; Willert, Juliane - Wirtschaftswissenschaftliche Fakultät, Leibniz … - 2011

propose the use of a MOSUM type test which allows sequential application whenever new data arrives. We derive the asymptotic …

Persistent link: https://www.econbiz.de/10009291786

Model stability test of money demand by monthly time series using CUSUM and MOSUM tests : evidence from Turkey

Talaş, Emrah; Kaplan, Fatih; Çelik, Ali Kemal - In: Research in world economy 4 (2013) 2, pp. 36-42

Persistent link: https://www.econbiz.de/10010210719

Monitoring structural change in dynamic econometric models

Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002

The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...

Persistent link: https://www.econbiz.de/10009775964

Monitoring structural change in dynamic econometric models

Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - 2002

Persistent link: https://www.econbiz.de/10010316441

Monitoring structural change in dynamic econometric models

Zeileis, Achim; Leisch, Friedrich; Kleiber, Christian; … - Institut für Wirtschafts- und Sozialstatistik, … - 2002

Persistent link: https://www.econbiz.de/10010955432

Strucchange : an R package for testing for structural change in linear regression models

Zeileis, Achim; Leisch, Friedrich; Hornik, Kurt; … - 2001

, plot and test empirical fluctuation processes (like CUSUM, MOSUM and estimatesbased processes) on the one hand and to …

Persistent link: https://www.econbiz.de/10009777476

Strucchange: An R package for testing for structural change in linear regression models

Zeileis, Achim; Leisch, Friedrich; Hornik, Kurt; … - 2001

and test empirical uctuation processes (like CUSUM, MOSUM and estimatesbased processes) on the one hand and to compute …

Persistent link: https://www.econbiz.de/10010316469

Strucchange: An R package for testing for structural change in linear regression models

Zeileis, Achim; Leisch, Friedrich; Hornik, Kurt; … - Institut für Wirtschafts- und Sozialstatistik, … - 2001

and test empirical uctuation processes (like CUSUM, MOSUM and estimatesbased processes) on the one hand and to compute …

Persistent link: https://www.econbiz.de/10010955457