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

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Revision as of 18:59, 5 March 2024

scientific article; zbMATH DE number 6154765
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English
Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean
scientific article; zbMATH DE number 6154765

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    Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (English)
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    17 April 2013
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    data dependent bandwidth
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    kernel
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    long-run variance
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    non-monotonic power
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    structural change
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