A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2007.04.002 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2045970175 / rank | |||
Normal rank |
Revision as of 15:29, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change |
scientific article |
Statements
A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (English)
0 references
3 June 2016
0 references
change point
0 references
mean shift
0 references
local asymptotic power
0 references
recursive residuals
0 references
dynamic models
0 references