Pages that link to "Item:Q1036841"
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The following pages link to Tests for a mean shift with good size and monotonic power (Q1036841):
Displaying 12 items.
- Testing for factor loading structural change under common breaks (Q496159) (← links)
- Restoring monotonic power in Wald/LM-type tests (Q498747) (← links)
- Long-run variance estimation for spatial data under change-point alternatives (Q894795) (← links)
- Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
- Asymptotics for empirical eigenvalue processes in high-dimensional linear factor models (Q1755119) (← links)
- Statistical tests of a simple energy balance equation in a synthetic model of cotrending and cointegration (Q2043252) (← links)
- Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918) (← links)
- Structural change tests under heteroskedasticity: Joint estimation versus two‐steps methods (Q5095289) (← links)
- Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
- Testing for parameter constancy in the time series direction in panel data models (Q5220921) (← links)
- On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests (Q5864375) (← links)
- Power properties of the modified CUSUM tests (Q5866043) (← links)