CUSUM of Squares‐Based Tests for a Change in Persistence (Q5430506): Difference between revisions

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+https://doi.org/10.1111/j.1467-9892.2006.00517.x
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+W2161267628
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@@ Property / cites work @@
+Regression Analysis when the Dependent Variable Is Truncated Normal
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Tests of stationarity against a change in persistence
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+Detection of change in persistence of a linear time series
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+Tests for a change in persistence against the null of difference‐stationarity
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+Testing the Constancy of Regression Relationships Over Time Using Least Squares Residuals
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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