Krämer, WalterSibbertsen, Philipp2004-12-062004-12-062000http://hdl.handle.net/2003/503610.17877/DE290R-15130We derive the limiting null distributions of the standard and OLS-based CUSUM-tests for structural change of the coefficients of a linear regression model in the context of long memory disturbances. We show that both tests behave fundamentally different in a long memory environment, as compared to short memory, and that long memory is easily mistaken for structural change when standard critical values are employed.enUniversitätsbibliothek Dortmund310report