Power properties of the CUSUM and CUSUMSQ tests for parameter instability
Paul Turner
| Year of publication: |
2010
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|---|---|
| Authors: | Turner, Paul |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 17.2010, 10/12, p. 1049-1053
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| Subject: | Statistische Methodenlehre | Statistical theory | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008699292