{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,31]],"date-time":"2026-10-31T14:58:49Z","timestamp":1793458729699,"version":"4.5.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"6","license":[{"start":{"date-parts":[[2000,12,15]],"date-time":"2000-12-15T00:00:00Z","timestamp":976838400000},"content-version":"unspecified","delay-in-days":14,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,12]]},"abstract":"<jats:p>In this paper we introduce the generalized fluctuation \ntest for monitoring structural changes and establish a \nresult characterizing the limiting behavior of this class \nof tests. As applications of the generalized fluctuation \ntest, tests based on the maximum and range of the fluctuation \nof moving estimates are proposed. We also derive the boundary \nfunctions for the proposed tests and tabulate simulated \ncritical values. Our simulations indicate that these tests \ncompare favorably with the recursive-estimates-based test \nconsidered by Chu, Stinchcombe, and White (1996, <jats:italic>Econometrica<\/jats:italic> \n64, 1045\u20131065) when a change occurs late.<\/jats:p>","DOI":"10.1017\/s0266466600166022","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:47:49Z","timestamp":1027777669000},"page":"835-854","source":"Crossref","is-referenced-by-count":97,"title":["MONITORING STRUCTURAL CHANGES WITH THE GENERALIZED FLUCTUATION TEST"],"prefix":"10.1017","volume":"16","author":[{"given":"Friedrich","family":"Leisch","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Kurt","family":"Hornik","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Chung-Ming","family":"Kuan","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2000,12,15]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600166022","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T19:44:47Z","timestamp":1557344687000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600166022\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,12]]},"references-count":0,"journal-issue":{"issue":"6","published-print":{"date-parts":[[2000,12]]}},"alternative-id":["S0266466600166022"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600166022","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,12]]}}}