Pages that link to "Item:Q290950"
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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):
Displayed 9 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)
- 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)
- 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)
- ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502) (← links)