Tests for a mean shift with good size and monotonic power (Q1036841): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2008.11.013
+Normal rank
@@ Property / OpenAlex ID @@
+W2053392606
@@ Property / OpenAlex ID: W2053392606 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
+Normal rank
@@ Property / cites work @@
+Nonmonotonic power for tests of a mean shift in a time series§
+Normal rank
@@ Property / cites work @@
+A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
+Normal rank
@@ Property / cites work @@
+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
+Normal rank