//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Change-point"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Local asymptotic power"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Change-point
Local asymptotic power
16
Unit root test
10
Einheitswurzeltest
7
Panel
7
Panel study
7
local asymptotic power
7
Panel data
6
Panel unit root test
6
Incidental trends
5
Theorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Estimation theory
4
Schätztheorie
4
Bilinear model
3
nonlinear time series
3
Bias correction
2
Common factors
2
Dynamic models
2
Initial value
2
Mean shift
2
Pitman asymptotic relative
2
Recursive residuals
2
Statistical test
2
Statistischer Test
2
Bandwidth
1
Bubbles
1
CDS basis
1
Causality analysis
1
Cointegration
1
Common factor model
1
Correlation
1
Covariates
1
Credit derivative
1
Cross-sectional averages
1
Cross-sectional dependence
1
Exchange rate
1
Factor analysis
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Language
All
English
2
Author
All
Deng, Ai
2
Perron, Pierre
2
Institution
All
Department of Economics, Boston University
2
Published in...
All
Boston University - Department of Economics - Working Papers Series
2
Source
All
RePEc
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change*
Deng, Ai
;
Perron, Pierre
-
Department of Economics, Boston University
-
2007
trivial asymptotic local power in this case, while the CUSUM test has non-trivial
local
asymptotic
power
unless the change is …
Persistent link: https://www.econbiz.de/10005209372
Saved in:
2
A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change
Deng, Ai
;
Perron, Pierre
-
Department of Economics, Boston University
-
2005
trivial asymptotic local power in this case, while the CUSUM test has non-trivial
local
asymptotic
power
unless the change is …
Persistent link: https://www.econbiz.de/10005281430
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->