Restoring monotone power in the CUSUM test
Year of publication: |
2008
|
---|---|
Authors: | Andreou, Elena |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 98.2008, 1, p. 48-58
|
Subject: | Strukturbruch | Structural break | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
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