Tests for a mean shift with good size and monotonic power (Q1036841): Difference between revisions
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| Property / cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation / rank | |||
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| Property / cites work: LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES / rank | |||
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| Property / cites work: Nonmonotonic power for tests of a mean shift in a time series§ / rank | |||
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| Property / cites work: A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change / rank | |||
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| Property / cites work: Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series / rank | |||
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Latest revision as of 04:47, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests for a mean shift with good size and monotonic power |
scientific article |
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Tests for a mean shift with good size and monotonic power (English)
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13 November 2009
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long-run variance
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Wald tests
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hybrid estimator
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non-monotonic power
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