Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
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 |
-
A Monte Carlo study of some tests of model adequacy in time series analysis
Hall, Anthony D., (1987)
-
Long-term memory in stock market prices
Lo, Andrew W., (1989)
-
Introductory econometrics for finance
Brooks, Chris, (2008)
- More ...
-
Vogelsang, Timothy J., (2024)
-
Fixed-b inference for testing structural change in a time series regression
Cho, Cheol-Keun, (2017)
-
Integrated modified OLS estimation and fixed-b inference for cointegrating regressions
Vogelsang, Timothy J., (2011)
- More ...