EconPapers    
Economics at your fingertips  
 

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
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (36) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(07)00128-5
Full text for ScienceDirect subscribers only

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)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:142:y:2008:i:1:p:212-240

Access Statistics for this article

Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-09-12
Handle: RePEc:eee:econom:v:142:y:2008:i:1:p:212-240