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In explosive cases the asymptotic theory applies more generally for the least squares residuals-based test. Preliminary simulations of the tests suggest a very modest difference between the tests and a very modest variation with nuisance parameters. This supports the use of the tests in explorative analysis.<\/jats:p>","DOI":"10.1017\/s0266466610000563","type":"journal-article","created":{"date-parts":[[2011,7,11]],"date-time":"2011-07-11T13:51:31Z","timestamp":1310392291000},"page":"913-927","source":"Crossref","is-referenced-by-count":7,"title":["ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS"],"prefix":"10.1017","volume":"27","author":[{"given":"Bent","family":"Nielsen","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jouni S.","family":"Sohkanen","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2011,7,11]]},"reference":[{"key":"S0266466610000563_ref16","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466608080353"},{"key":"S0266466610000563_ref8","volume-title":"Martingale Limit Theory and Its Application (Probability and Mathematical Statistics)","author":"Hall","year":"1980"},{"key":"S0266466610000563_ref7","first-page":"1","article-title":"Propri\u00e9t\u00e9s asymptotiques presque s\u00fbre de l\u2019estimateur des moindres carr\u00e9s d\u2019un mod\u00e8le autor\u00e9gressif vectoriel","volume":"27","author":"Duflo","year":"1991","journal-title":"Annales de l\u2019Institut Henri Poincar\u00e9 - Probabilit\u00e9s et Statistiques"},{"key":"S0266466610000563_ref18","doi-asserted-by":"publisher","DOI":"10.2307\/1403046"},{"key":"S0266466610000563_ref15","unstructured":"Nielsen B. & Sohkanen J.S. (2009) Asymptotic Behaviour of the CUSUM of Squares Test under Stochastic and Deterministic Time Trends. Discussion paper, Nuffield College."},{"key":"S0266466610000563_ref2","doi-asserted-by":"publisher","DOI":"10.1002\/9780470316962"},{"key":"S0266466610000563_ref5","doi-asserted-by":"publisher","DOI":"10.1017\/S026646660808033X"},{"key":"S0266466610000563_ref9","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345697"},{"key":"S0266466610000563_ref10","first-page":"375","volume-title":"Multivariate Analysis VI","author":"Lai","year":"1985"},{"key":"S0266466610000563_ref14","unstructured":"Nielsen B. (2008) Singular Vector Autoregressions with Deterministic Terms: Strong Consistency and Lag Order Determination. 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