Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (Q1305671)
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scientific article; zbMATH DE number 1342893
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| English | Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series |
scientific article; zbMATH DE number 1342893 |
Statements
Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series (English)
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2 April 2000
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serial correlation
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Wald test
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structural change
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slope shift
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unit root
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simulations
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0.873747706413269
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0.8435969352722168
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0.8195269107818604
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0.8106463551521301
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0.7982271909713745
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