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- Wed Dec 18, 2024 6:25 am
- Forum: Estimation
- Topic: Cusum of squares (CUSUMQ) critical(significance) lines
- Replies: 0
- Views: 95415
Cusum of squares (CUSUMQ) critical(significance) lines
Hi, how Eviews is calculating critical(significance) lines in CUSUM of squares test? I checked the references from Eview's Guide: https://eviews.com/help/helpintro.html#page/content%2Ftesting-Stability_Diagnostics.html%23ww183726, i.e Brown, Durbin, and Evans (1975) or Johnston and DiNardo (1997, Ta...