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

@@ Property / Mathematics Subject Classification ID @@
+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6600543
@@ Property / zbMATH DE Number: 6600543 / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.08.020
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@@ Property / OpenAlex ID @@
+W2016174117
@@ Property / OpenAlex ID: W2016174117 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Tests for Parameter Instability and Structural Change With Unknown Change Point
+Normal rank
@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Q4082864
@@ Property / cites work: Q4082864 / rank @@
+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 @@
+Efficient Tests for General Persistent Time Variation in Regression Coefficients
+Normal rank
@@ Property / cites work @@
+Central limit theorem for degenerate<i>U</i>-Statistics of Absolutely Regular Processes with Applications to Model Specification Testing
+Normal rank
@@ Property / cites work @@
+On Detecting Changes in the Mean of Normal Variates
+Normal rank
@@ Property / cites work @@
+Testing for structural change in conditional models
+Normal rank
@@ Property / cites work @@
+A CONSISTENT TEST FOR CONDITIONAL HETEROSKEDASTICITY IN  TIME-SERIES REGRESSION MODELS
+Normal rank
@@ Property / cites work @@
+Q4807340
@@ Property / cites work: Q4807340 / rank @@
+Normal rank
@@ Property / cites work @@
+Consistent model specification tests for time series econometric models
+Normal rank
@@ Property / cites work @@
+The Cusum Test with Ols Residuals
@@ Property / cites work: The Cusum Test with Ols Residuals / rank @@
+Normal rank
@@ Property / cites work @@
+Q5679553
@@ Property / cites work: Q5679553 / rank @@
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@@ Property / cites work @@
+Q3753286
@@ Property / cites work: Q3753286 / rank @@
+Normal rank
@@ Property / cites work @@
+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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@@ Property / cites work @@
+Limiting behavior of U-statistics for stationary, absolutely regular processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:301955