Pages that link to "Item:Q290950"

The following pages link to A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change (Q290950):

Displaying 13 items.

• Tests for changing mean with monotonic power (Q301955) (← links)
• Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope (Q302096) (← links)
• Testing for factor loading structural change under common breaks (Q496159) (← links)
• Powerful tests for structural changes in volatility (Q528175) (← links)
• Generalized runs tests for the IID hypothesis (Q737912) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Tests for a mean shift with good size and monotonic power (Q1036841) (← links)
• Testing for common breaks in a multiple equations system (Q1745616) (← links)
• Bootstrapping non-stationary stochastic volatility (Q2043261) (← links)
• Power monotonicity in detecting volatility levels change (Q2446476) (← links)
• Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
• A CROSS-SECTIONAL METHOD FOR RIGHT-TAILED PANIC TESTS UNDER A MODERATELY LOCAL TO UNITY FRAMEWORK (Q6042900) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)