Improving the finite sample performance of tests for a shift in mean

Daisuke Yamazaki; Eiji Kurozumi

Year of publication:	2014
Authors:	Yamazaki, Daisuke ; Kurozumi, Eiji
Publisher:	Tokyo : Graduate School of Economics, Hitotsubashi Univ.
Subject:	structural change \| long-run variance \| bias correction \| Zeitreihenanalyse \| Time series analysis \| Systematischer Fehler \| Bias \| Statistischer Test \| Statistical test

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