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):
Displaying 20 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)
- Testing for shifts in mean with monotonic power against multiple structural changes (Q5107439) (← links)
- ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS (Q5199502) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models (Q5862488) (← 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)
- 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)
- Testing for Changes in Forecasting Performance (Q6617742) (← links)
