Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918)
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scientific article; zbMATH DE number 6154765
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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