Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918): Difference between revisions

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+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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+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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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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+Fixed-b asymptotic approximation of the sampling behaviour of nonparametric spectral density estimators
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+Tests for changing mean with monotonic power
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+Tests for a mean shift with good size and monotonic power
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+A NEW ASYMPTOTIC THEORY FOR HETEROSKEDASTICITY-AUTOCORRELATION ROBUST TESTS
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+Time Series Regression with a Unit Root
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+Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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+https://doi.org/10.1111/j.1368-423x.2011.00341.x
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+W1899580465
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