A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change

Ai Deng () and Pierre Perron

Journal of Econometrics, 2008, vol. 142, issue 1, 212-240

Date: 2008
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Related works:
Working Paper: A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change* (2007)
Working Paper: A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:142:y:2008:i:1:p:212-240

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