| Автор | McAleer, Michael |
| Автор | Tse, Y. K. |
| Дата выпуска | 1998 |
| dc.description | In this paper a test for outliers based on externally studentized residuals is shown to be related to a test for predictive failure. The relationships between a test for outliers, a test for a correlated mean shift and a test for an intercept shift are developed. A sequential testing procedure for outliers and structural change is shown to be independent, so that the overall size of the joint test can be determined exactly. It is established that a joint test for outliers and constancy of variances cannot be performed. |
| Формат | application.pdf |
| Издатель | Marcel Dekker, Inc. |
| Копирайт | Copyright Taylor and Francis Group, LLC |
| Тема | Predictive Failure |
| Тема | Sequences of Independent Tests |
| Тема | A Test for Outliers |
| Тема | A Test for Structural Change |
| Название | A sequential testing procedure for outliers and structural change |
| Тип | research-article |
| DOI | 10.1080/07474938808800145 |
| Electronic ISSN | 1532-4168 |
| Print ISSN | 0747-4938 |
| Журнал | Econometric Reviews |
| Том | 7 |
| Первая страница | 103 |
| Последняя страница | 111 |
| Аффилиация | McAleer, Michael; Department of Statistics, Australian National University |
| Аффилиация | Tse, Y. K.; Department of Economics and Statistics, National University of Singapore |
| Выпуск | 1 |
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