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Tests for a mean shift with good size and monotonic power
12 references·2 citing·43 second hop
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this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1993Tests for Parameter Instability and Structural Change With Unknown Change Point4,325 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 2016Staggered Wage Setting in a Macro Model940 cited
  • 1997Estimation of a Change Point in Multiple Regression Models829 cited
  • 1994LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES494 cited
  • 2005Regime Changes in International Real Interest Rates: Are They a Monetary Phenomenon?142 cited
  • 1999Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series112 cited
  • 1985What would nominal GNP targetting do to the business cycle?106 cited
  • 1984Monetary strategy with an elastic price standard76 cited
  • 2007Nonmonotonic power for tests of a mean shift in a time series47 cited
  • 2008Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope44 cited

Cited by

  • 2014On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests17 cited
  • 2011Fixed‐banalysis of LM‐type tests for a shift in mean13 cited

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