利用最小二乘残差检验回归关系随时间是否恒定

Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1980
被引 53
ABS 3

中文导读

提出一种基于最小二乘残差的检验方法，用于判断回归关系是否随时间保持恒定，适用于时间序列数据的稳定性分析。

Abstract

B. P. M. McCabe, M. J. Harrison, Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 29, No. 2 (1980), pp. 142-148

统计学回归分析计量经济学应用统计
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