✦ LIBER ✦

Power properties of the CUSUM and CUSUMSQ tests for parameter instability

✍ Scribed by Turner, Paul

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

ON THE POWER OF VARIABLE ADDITION TESTS

✍ Stefano Fachin 📂 Article 📅 2009 🏛 John Wiley and Sons 🌐 English ⚖ 106 KB

The asymptotic power function of GLR tes

✍ Benzion Boukai 📂 Article 📅 1990 🏛 Elsevier Science 🌐 English ⚖ 757 KB

The power of bootstrap based tests for p

✍ Hongyi Li 📂 Article 📅 2000 🏛 Springer-Verlag 🌐 English ⚖ 717 KB

On the cusum of squares test for varianc

✍ Sangyeol Lee; Okyoung Na; Seongryong Na 📂 Article 📅 2003 🏛 Springer Japan 🌐 English ⚖ 822 KB

Locally most powerful test for testing t

✍ Manzoor Ahmad; Yogendra P. Chaubey 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 300 KB

Size and power properties of powerful un

✍ Steven Cook 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 267 KB