Restoring monotone power in the CUSUM test
Elena Andreou
| 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 |
| 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/10003623894