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  • Search: subject:"regression models with ARCH errors"
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Year of publication
Subject
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Brownian bridge 1 Test for parameter change 1 regression models with ARCH errors 1 residual cusum test 1 weak convergence 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Lee 1 Maekawa, Koichi 1 Sangyeol 1
Institution
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Econometric Society 1
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Econometric Society 2004 Far Eastern Meetings 1
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RePEc 1
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The Cusum Test for Parameter Change in Regression with ARCH Errors
Maekawa, Koichi; Sangyeol; Lee - Econometric Society - 2004
In this paper, we concentrate ourselves on Inclán and Tiao (1994)'s cusum test in regression models with ARCH errors …
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