Pages that link to "Item:Q4913918"

The following pages link to Fixed‐<i>b</i>analysis of LM‐type tests for a shift in mean (Q4913918):

Displaying 6 items.

• Powerful tests for structural changes in volatility (Q528175) (← links)
• Improving the finite sample performance of tests for a shift in mean (Q897636) (← links)
• Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049) (← links)
• A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
• The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests (Q5130139) (← links)
• Power properties of the modified CUSUM tests (Q5866043) (← links)