1. Andrews D.W.K. (1993). Tests for Parameter Instability and Structural Change with Unknown Change Point // Econometrica. Vol. 61. P. 821–856.
2. Andrews D.W.K., Ploberger W. (1994) Optimal Tests When a Nuisanse Parameter Is Present Only under the Alternative // Econometrica. Vol. 62. P. 1383–1414.
3. Bai J., Lumsdaine R., Stock J. (1998). Testing for and Dating Common Breaks in Multivariate Time Series // Review of Economic Studies. Vol. 65. P. 395–432.
4. Brown R.L., Durbin J., Evans J.M. (1975). Techniques for Testing the Constancy of Regression Relationships over Time // Journal of Royal Statistical Society, Series B. Vol. 37. P. 149–192.
5. Klein L. (1950). Economic Fluctuations in the United States 1921–1941. Cowles Foundation. New York: John Wiley.
6. Maddala G., Kim I. (1998). Unit Roots, Cointegration, and Structural Change. Cambridge: Cambridge Univ. Press.
7. Ploberger W., Krämer W. (1992). The CUSUM Test with OLS Residuals // Econometrica. Vol. 60. P. 271–285.
8. Ploberger W., Krämer W., Kontrus K. (1989). A New Test for Structural Stability in the Linear Regression Model // Journal of Econometrics. Vol. 40. P. 307–318.
Комментарии
Сообщения не найдены