Hackl, Peter Testing the constancy of regression models over time. (English) Zbl 0435.62089 Angewandte Statistik und Ökonometrie, Heft 16. Göttingen: Vandenhoeck /Ruprecht. 132 p. DM 36.00 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 9 Documents MSC: 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) 62J05 Linear regression; mixed models 62L10 Sequential statistical analysis 62-02 Research exposition (monographs, survey articles) pertaining to statistics Keywords:testing constancy of regression models; time constancy; overfitting; moving sum of recursive residuals; Mosum; Cusum; relative efficiency; empirical comparisons; computational aspects PDF BibTeX XML