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Search: subject:"nonmonotonic power"
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Nonmonotonic power
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Perron, Pierre
2
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2
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Testing for changes in forecasting performance
Perron, Pierre
;
Yamamoto, Yohei
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 148-165
Persistent link: https://www.econbiz.de/10012424505
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2
A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon
;
Perron, Pierre
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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3
Testing for factor loading structural change under common breaks
Yamamoto, Yohei
;
Tanaka, Shinya
- In:
Journal of econometrics
189
(
2015
)
1
,
pp. 187-206
Persistent link: https://www.econbiz.de/10011502515
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4
Restoring monotonic power in Wald/LM-type tests
Wu, Jilin
- In:
Economics Letters
126
(
2015
)
C
,
pp. 13-17
Wald/LM-type tests for a shift in mean often exhibit
nonmonotonic
power
, due to incorrect estimation of long …
Persistent link: https://www.econbiz.de/10011189494
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