Tests for changing mean with monotonic power (Q301955): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2008.08.020
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+W2016174117
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@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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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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+Q4082864
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+Nonmonotonic power for tests of a mean shift in a time series§
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+A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
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+Efficient Tests for General Persistent Time Variation in Regression Coefficients
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+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
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+On Detecting Changes in the Mean of Normal Variates
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+Testing for structural change in conditional models
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+A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN  TIME-SERIES REGRESSION MODELS
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+Q4807340
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+Consistent model specification tests for time series econometric models
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+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
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+Q5679553
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+Q3753286
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+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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+Limiting behavior of U-statistics for stationary, absolutely regular processes
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