Restoring monotone power in the CUSUM test
type: Item
instance of: scholarly article
title: Restoring monotone power in the CUSUM test
zbMATH Open document ID: 1255.91324
author: Elena Andreou
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6132241
zbMATH Keywords: heteroskedastic and autocorrelation consistent estimator
zbMATH Keywords: structural break test
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.04.006
OpenAlex ID: W2037332059
cites work: Strong rules for detecting the number of breaks in a time series
cites work: Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
cites work: An Improved Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimator
cites work: A functional central limit theorem for weakly dependent sequences of random variables
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
DOI: 10.1016/J.ECONLET.2007.04.006
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description: scientific article; zbMATH DE number 6132241