𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Local power properties of some asymptotic tests in symmetric linear regression models

✍ Scribed by Artur J. Lemonte


Book ID
113757604
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
310 KB
Volume
142
Category
Article
ISSN
0378-3758

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Some comparisons of the relative power o
✍ Michael Bleaney πŸ“‚ Article πŸ“… 1990 πŸ› John Wiley and Sons 🌐 English βš– 490 KB

## Abstract The power of Chow, linear, predictive failure and cusum of squares tests to detect structural change is compared in a two‐variable random walk model and a once‐for‐all parameter shift model. In each case the linear test has greatest power, followed by the Chow test. It is suggested that