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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series

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2005Monitoring disruptions in financial markets67 cited
2015Testing for factor loading structural change under common breaks65 cited
2017

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Unsupervised Self-Normalized Change-Point Testing for Time Series

53 cited

2008Tests for changing mean with monotonic power52 cited

2007Nonmonotonic power for tests of a mean shift in a time series47 cited

2011A time series analysis of structural break time in the macroeconomic variables in Ethiopia35 cited

2014Can structural change explain the Meese-Rogoff puzzle?33 cited

2012Powerful tests for structural changes in volatility31 cited

2008Tests for a mean shift with good size and monotonic power28 cited

2015Testing for structural change under non‐stationary variances28 cited

2019A New Class of Change Point Test Statistics of Rényi Type27 cited

2020Continuous record Laplace-based inference about the break date in structural change models27 cited

2014On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests17 cited