Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Timothy J. Vogelsang
| Year of publication: |
1999
|
|---|---|
| Authors: | Vogelsang, Timothy J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 88.1999, 2, p. 283-299
|
| Subject: | Zeitreihenanalyse | Time series analysis | Statistische Methodenlehre | Statistical theory | Simulation | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| 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/10001252783