Power properties of the modified CUSUM tests
From MaRDI portal
Cites work
- A modified CUSUM test for orthogonal structural changes
- A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change
- CUSUM methods for monitoring structural changes in structural equations
- Fixed-b analysis of LM-type tests for a shift in mean
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- Improving the finite sample performance of tests for a shift in mean
- Nonmonotonic power for tests of a mean shift in a time series§
- Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
- Testing for change points in time series
- Testing for Structural Change in Dynamic Models
- Tests for a mean shift with good size and monotonic power
- Tests for changing mean with monotonic power
- The Cusum Test with Ols Residuals
- The effect of serial correlation on tests for parameter change at unknown time
- Two Methods for Examining the Stability of Regression Coefficients
Cited in
(7)- Restoring monotone power in the CUSUM test
- Real-time detection of a change-point in a linear expectile model
- Power Maps in Goodness-of-fit Testing Based on Censored Samples
- BACKWARD CUSUM FOR TESTING AND MONITORING STRUCTURAL CHANGE WITH AN APPLICATION TO COVID-19 PANDEMIC DATA
- Simultaneous model change detection in multivariate linear regression with application to Indonesian economic growth data
- On testing for \textit{weak change} in the conditional mean of a class of nonlinear heteroscedastic models
- Online change-point detection in dynamic regression models with autocorrelated residuals
This page was built for publication: Power properties of the modified CUSUM tests
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5866043)
