Testing for a shift in mean without having to estimate serial-correlation parameters

Journal of Business and Economic Statistics

Volumn 16, Issue 1, 1998, Pages 73-80

  Vogelsang, Timothy J ^a  

^a Department of Obstetrics Gynecology   (United States)

Author keywords

HACE; Partial sum; Structural change; Unit root; Wald test

Indexed keywords

EID: 0032326158     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1998.10524736     Document Type: Article

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