1@Article{ z:brown+durbin+evans:1975, 2 author = {R. L. Brown and J. Durbin and J. M. Evans}, 3 title = {Techniques for Testing the Constancy of Regression 4 Relationships over Time}, 5 year = {1975}, 6 pages = {149--163}, 7 journal = {Journal of the Royal Statistical Society B}, 8 volume = {37} 9} 10 11@Article{ z:kraemer+ploberger+alt:1988, 12 author = {Walter Kr{\"a}mer and Werner Ploberger and Raimund Alt}, 13 title = {Testing for Structural Change in Dynamic Models}, 14 journal = {Econometrica}, 15 year = {1988}, 16 volume = {56}, 17 number = {6}, 18 pages = {1355--1369}, 19} 20 21@Article{ z:ploberger+kraemer:1992, 22 author = {Werner Ploberger and Walter Kr{\"a}mer}, 23 title = {The {CUSUM} Test with {OLS} Residuals}, 24 journal = {Econometrica}, 25 year = {1992}, 26 volume = {60}, 27 number = {2}, 28 pages = {271--285}, 29} 30 31@Article{ z:kuan+hornik:1995, 32 author = {Chung-Ming Kuan and Kurt Hornik}, 33 title = {The Generalized Fluctuation Test: {A} Unifying View}, 34 journal = {Econometric Reviews}, 35 year = {1995}, 36 volume = {14}, 37 pages = {135--161}, 38} 39 40@Article{ z:chu+hornik+kuan:1995, 41 author = {Chia-Shang James Chu and Kurt Hornik and Chung-Ming Kuan}, 42 title = {{MOSUM} Tests for Parameter Constancy}, 43 journal = {Biometrika}, 44 year = {1995}, 45 volume = {82}, 46 pages = {603--617}, 47} 48 49@Article{ z:chu+hornik+kuan:1995a, 50 author = {Chia-Shang James Chu and Kurt Hornik and Chung-Ming Kuan}, 51 title = {The Moving-Estimates Test for Parameter Stability}, 52 journal = {Econometric Theory}, 53 year = {1995}, 54 volume = {11}, 55 pages = {669--720}, 56} 57 58@Article{ z:ploberger+kraemer+kontrus:1989, 59 author = {Werner Ploberger and Walter Kr{\"a}mer and Karl Kontrus}, 60 title = {A New Test for Structural Stability in the Linear 61 Regression Model}, 62 journal = {Journal of Econometrics}, 63 year = {1989}, 64 volume = {40}, 65 pages = {307--318}, 66} 67 68@Article{ z:kuan+chen:1994, 69 author = {Chung-Ming Kuan and Mei-Yuan Chen}, 70 title = {Implementing the Fluctuation and Moving-Estimates Tests in 71 Dynamic Econometric Models}, 72 journal = {Economics Letters}, 73 year = {1994}, 74 volume = {44}, 75 pages = {235--239}, 76} 77 78@Article{ z:leisch+hornik+kuan:2000, 79 author = {Friedrich Leisch and Kurt Hornik and Chung-Ming Kuan}, 80 title = {Monitoring Structural Changes with the Generalized 81 Fluctuation Test}, 82 journal = {Econometric Theory}, 83 year = {2000}, 84 volume = {16}, 85 pages = {835--854}, 86} 87 88@Article{ z:chu+stinchcombe+white:1996, 89 author = {Chia-Shang James Chu and Maxwell Stinchcombe and Halbert White}, 90 title = {Monitoring Structural Change}, 91 journal = {Econometrica}, 92 year = 1996, 93 volume = {64}, 94 number = {5}, 95 pages = {1045--1065} 96} 97 98@Article{ z:chow:1960, 99 author = {Gregory C. Chow}, 100 title = {Tests of Equality Between Sets of Coefficients in Two 101 Linear Regressions}, 102 journal = {Econometrica}, 103 year = {1960}, 104 volume = {28}, 105 pages = {591--605}, 106} 107 108@Article{ z:andrews:1993, 109 author = {Donald W. K. Andrews}, 110 title = {Tests for Parameter Instability and Structural Change with 111 Unknown Change Point}, 112 journal = {Econometrica}, 113 year = {1993}, 114 volume = {61}, 115 pages = {821--856}, 116} 117 118@Article{ z:hansen:1992, 119 author = {Bruce E. Hansen}, 120 title = {Tests for Parameter Instability in Regressions with {I(1)} 121 Processes}, 122 journal = {Journal of Business \& Economic Statistics}, 123 year = {1992}, 124 volume = {10}, 125 pages = {321--335}, 126} 127 128@Article{ z:andrews+ploberger:1994, 129 author = {Donald W. K. Andrews and Werner Ploberger}, 130 title = {Optimal Tests when a Nuisance Parameter Is Present only 131 Under the Alternative}, 132 journal = {Econometrica}, 133 year = {1994}, 134 volume = {62}, 135 pages = {1383--1414}, 136} 137 138@Article{ z:hansen:1997, 139 author = {Bruce E. Hansen}, 140 title = {Approximate Asymptotic {$p$} Values for Structural-Change 141 Tests}, 142 journal = {Journal of Business \& Economic Statistics}, 143 year = {1997}, 144 volume = {15}, 145 pages = {60--67}, 146} 147 148@TechReport{ zo:zeileis:2000a, 149 author = {Achim Zeileis}, 150 title = {{$p$} Values and Alternative Boundaries for {CUSUM} 151 Tests}, 152 institution = {SFB ``Adaptive Information Systems and Modelling in 153 Economics and Management Science''}, 154 year = {2000}, 155 type = {Working Paper}, 156 number = {78}, 157 month = {December}, 158 url = {http://www.wu-wien.ac.at/am/wp00.htm#78} 159} 160 161@MastersThesis{ zo:zeileis:2000, 162 author = {Achim Zeileis}, 163 title = {{$p$}-{W}erte und alternative {S}chranken von 164 {CUSUM-Tests}}, 165 school = {Fachbereich Statistik, Universit{\"a}t Dortmund}, 166 year = {2000}, 167 note = {In German}, 168 url = {http://statmath.wu-wien.ac.at/~zeileis/papers/Zeileis-2000.pdf} 169 170} 171 172@Article{ sc:hansen:1992a, 173 author = {Bruce E. Hansen}, 174 title = {Testing for Parameter Instability in Linear Models}, 175 journal = {Journal of Policy Modeling}, 176 year = {1992}, 177 volume = {14}, 178 pages = {517--533}, 179} 180 181@Article{ z-papers:zeileis:2006, 182 author = {Achim Zeileis}, 183 title = {Implementing a Class of Structural Change Tests: An 184 Econometric Computing Approach}, 185 journal = {Computational Statistics \& Data Analysis}, 186 volume = {50}, 187 issue = {11}, 188 pages = {2987--3008}, 189 year = {2006}, 190 doi = {10.1016/j.csda.2005.07.001}, 191} 192 193@Article{ z-papers:zeileis+leisch+hornik:2002, 194 author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and 195 Christian Kleiber}, 196 title = {\texttt{strucchange}: {A}n \textsf{R} Package for Testing 197 for Structural Change in Linear Regression Models}, 198 journal = {Journal of Statistical Software}, 199 year = 2002, 200 volume = 7, 201 number = 2, 202 pages = {1--38}, 203 url = {http://www.jstatsoft.org/v07/i02/} 204} 205 206@Article{ z-papers:zeileis+hornik:2007, 207 author = {Achim Zeileis and Kurt Hornik}, 208 title = {Generalized {M}-Fluctuation Tests for Parameter Instability}, 209 journal = {Statistica Neerlandica}, 210 year = {2007}, 211 volume = {61}, 212 number = {4}, 213 pages = {488--508}, 214 doi = {10.1111/j.1467-9574.2007.00371.x}, 215} 216 217@Article{ z-papers:zeileis:2005, 218 author = {Achim Zeileis}, 219 title = {A Unified Approach to Structural Change Tests Based on {ML} Scores, {$F$} Statistics, and {OLS} Residuals}, 220 journal = {Econometric Reviews}, 221 year = {2005}, 222 volume = {24}, 223 number = {4}, 224 pages = {445--466}, 225 doi = {10.1080/07474930500406053}, 226} 227 228@TechReport{ z-reports:zeileis+shah+patnaik:2008, 229 author = {Achim Zeileis and Ajay Shah and Ila Patnaik}, 230 title = {Testing, Monitoring, and Dating Structural Changes in Maximum Likelihood Models}, 231 institution = {Department of Statistics and Mathematics, 232 Wirtschaftsuniversit\"at Wien, 233 Research Report Series}, 234 year = {2008}, 235 type = {Report}, 236 number = {70}, 237 month = {August}, 238 url = {http://epub.wu-wien.ac.at/dyn/openURL?id=oai:epub.wu-wien.ac.at:epub-wu-01_dbc} 239} 240 241@Article{ z-papers:zeileis+kleiber+kraemer:2003, 242 author = {Achim Zeileis and Christian Kleiber and Walter Kr{\"a}mer and 243 Kurt Hornik}, 244 title = {Testing and Dating of Structural Changes in Practice}, 245 journal = {Computational Statistics \& Data Analysis}, 246 year = {2003}, 247 volume = {44}, 248 number = {1--2}, 249 pages = {109--123}, 250 doi = {10.1016/S0167-9473(03)00030-6}, 251} 252 253@Article{ z-papers:zeileis+shah+patnaik:2010, 254 author = {Achim Zeileis and Ajay Shah and Ila Patnaik}, 255 title = {Testing, Monitoring, and Dating Structural Changes in Exchange Rate Regimes}, 256 journal = {Computational Statistics \& Data Analysis}, 257 year = {2010}, 258 volume = {54}, 259 number = {6}, 260 pages = {1696--1706}, 261 doi = {10.1016/j.csda.2009.12.005} 262} 263 264