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Tests for a mean shift with good size and monotonic power · Study

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ArticleTests for a mean shift with good size and monotonic power

Mohitosh Kejriwal2008

Article2008

Tests for a mean shift with good size and monotonic power

Mohitosh Kejriwal

28 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Financial Risk and Volatility Modeling Advanced Statistical Methods and Models

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References

1976Expectations and Exchange Rate Dynamics 1993Tests for Parameter Instability and Structural Change With Unknown Change Point 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation 2016Staggered Wage Setting in a Macro Model 1997Estimation of a Change Point in Multiple Regression Models 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES 2005Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?1999Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series

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2014On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests 2011Fixed‐banalysis of LM‐type tests for a shift in mean

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Details

Year2008

Typearticle

Published2008-11-28

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations28

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2008.11.013

openalex_workW2053392606

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