Research graph
References from Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series. Local targets link to admitted publications; unresolved targets remain external evidence.
Heteroskedasticity and autocorrelation consistent covariance matrix estimation
10.2307/2938229 · 1991 · External reference
Tests for parameter instability and structural change with unknown change point
10.2307/2951764 · 1993 · External reference
Optimal tests when a nuisance parameter is present only under the alternative
10.2307/2951753 · 1994 · External reference
Least squares estimation of a shift in linear processes
10.1111/j.1467-9892.1994.tb00204.x · 1994 · External reference
Techniques for testing the constancy of regression relationships over time
10.1111/j.2517-6161.1975.tb01532.x · 1975 · External reference
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MOSUM tests for parameter constancy
10.1093/biomet/82.3.603 · 1995 · External reference
A direct test for changing trend
10.1080/07350015.1992.10509906 · 1992 · External reference
On detecting changes in the mean of normal variates
10.1214/aoms/1177697808 · 1969 · External reference
Comments on the paper by Brown, Durbin and Evans
1975 · External reference
Wald’s test as applied to hypotheses in logit analysis
1977 · External reference
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Testing for structural change in dynamic models
10.2307/1913102 · 1988 · External reference
Properties of sequences of partial sums of polynomial regression residuals with applications to test for change of regression at unknown times
10.1214/aos/1176344133 · 1978 · External reference
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The danger of extrapolating asymptotic local power
10.2307/2938360 · 1990 · External reference
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Testing for a unit root in a time series with a changing mean
10.1080/07350015.1990.10509786 · 1990 · External reference
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A modification of the CUSUM test in the linear regression model with lagged dependent variables
10.1007/bf01980587 · 1989 · External reference
The CUSUM test with OLS residuals
10.2307/2951597 · 1992 · External reference
Wald-type tests for detecting shifts in the trend function of a dynamic time series
10.1017/s0266466600006289 · 1997 · External reference
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Testing for a shift in mean without having to estimate serial correlation parameters
10.1080/07350015.1998.10524736 · 1988 · External reference
Trend function hypothesis testing in the presence of serial correlation
10.2307/2998543 · 1998 · External reference
