Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671): 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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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Q4082864
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+Fuzzy connectedness: new definitions and comparisons
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+MOSUM tests for parameter constancy
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+On Detecting Changes in the Mean of Normal Variates
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+Wald's Test as Applied to Hypotheses in Logit Analysis
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+Q4840212
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+Testing for Structural Change in Dynamic Models
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+Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times
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+The Danger of Extrapolating Asymptotic Local Power
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+The Cusum Test with Ols Residuals
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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