Narrow search
Showing 1 - 3 of 3
Cover Image
The local power of the cusum and cusum of squares tests
Ploberger, Werner - In: Econometric theory 6 (1990) 3, pp. 335-347
Persistent link: https://www.econbiz.de/10001118100
Cover Image
The Dickey-Fuller test for exponential random walks
Davies, Paul L.; Krämer, Walter - In: Econometric theory 19 (2003) 5, pp. 865-877
Persistent link: https://www.econbiz.de/10001802826
Cover Image
Testing for a change in correlation at an unknown point in time using an extended functional delta method
Wied, Dominik; Krämer, Walter; Dehling, Herold - In: Econometric theory 28 (2012) 3, pp. 570-589
Persistent link: https://www.econbiz.de/10009545827