Power properties of the CUSUM and CUSUMSQ tests for...

Applied Economics Letters 2010 / 07 Vol. 17; Iss. 11

Power properties of the CUSUM and CUSUMSQ tests for parameter instability

Turner, Paul
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Volume:
17
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/00036840902817474
Date:
July, 2010
File:
PDF, 111 KB
english, 2010
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