Matches in SemOpenAlex for { <https://semopenalex.org/work/W2010222441> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W2010222441 endingPage "17" @default.
- W2010222441 startingPage "13" @default.
- W2010222441 abstract "Wald/LM-type tests for a shift in mean often exhibit nonmonotonic power, due to incorrect estimation of long-run variance. In this paper, we propose a robust estimator of long-run variance that is built on nonparametric regression residuals and always converges to the true long-run variance under both the null and the alternative hypothesis. Monte Carlo experiments show that the modified tests have monotonic power against the mean with single or multiple breaks in finite samples." @default.
- W2010222441 created "2016-06-24" @default.
- W2010222441 creator A5045967062 @default.
- W2010222441 date "2015-01-01" @default.
- W2010222441 modified "2023-09-25" @default.
- W2010222441 title "Restoring monotonic power in Wald/LM-type tests" @default.
- W2010222441 cites W1951851612 @default.
- W2010222441 cites W1987644995 @default.
- W2010222441 cites W2016174117 @default.
- W2010222441 cites W2053392606 @default.
- W2010222441 cites W2108446661 @default.
- W2010222441 cites W2109764135 @default.
- W2010222441 cites W2139629039 @default.
- W2010222441 cites W2144452471 @default.
- W2010222441 cites W2164958352 @default.
- W2010222441 cites W3125676523 @default.
- W2010222441 doi "https://doi.org/10.1016/j.econlet.2014.10.020" @default.
- W2010222441 hasPublicationYear "2015" @default.
- W2010222441 type Work @default.
- W2010222441 sameAs 2010222441 @default.
- W2010222441 citedByCount "2" @default.
- W2010222441 countsByYear W20102224412016 @default.
- W2010222441 countsByYear W20102224412019 @default.
- W2010222441 crossrefType "journal-article" @default.
- W2010222441 hasAuthorship W2010222441A5045967062 @default.
- W2010222441 hasConcept C102366305 @default.
- W2010222441 hasConcept C105795698 @default.
- W2010222441 hasConcept C121332964 @default.
- W2010222441 hasConcept C121955636 @default.
- W2010222441 hasConcept C134306372 @default.
- W2010222441 hasConcept C149782125 @default.
- W2010222441 hasConcept C162324750 @default.
- W2010222441 hasConcept C163258240 @default.
- W2010222441 hasConcept C185429906 @default.
- W2010222441 hasConcept C191988596 @default.
- W2010222441 hasConcept C19499675 @default.
- W2010222441 hasConcept C196083921 @default.
- W2010222441 hasConcept C203274628 @default.
- W2010222441 hasConcept C203763787 @default.
- W2010222441 hasConcept C28826006 @default.
- W2010222441 hasConcept C33923547 @default.
- W2010222441 hasConcept C40696583 @default.
- W2010222441 hasConcept C41008148 @default.
- W2010222441 hasConcept C62520636 @default.
- W2010222441 hasConcept C72169020 @default.
- W2010222441 hasConcept C77088390 @default.
- W2010222441 hasConcept C87007009 @default.
- W2010222441 hasConceptScore W2010222441C102366305 @default.
- W2010222441 hasConceptScore W2010222441C105795698 @default.
- W2010222441 hasConceptScore W2010222441C121332964 @default.
- W2010222441 hasConceptScore W2010222441C121955636 @default.
- W2010222441 hasConceptScore W2010222441C134306372 @default.
- W2010222441 hasConceptScore W2010222441C149782125 @default.
- W2010222441 hasConceptScore W2010222441C162324750 @default.
- W2010222441 hasConceptScore W2010222441C163258240 @default.
- W2010222441 hasConceptScore W2010222441C185429906 @default.
- W2010222441 hasConceptScore W2010222441C191988596 @default.
- W2010222441 hasConceptScore W2010222441C19499675 @default.
- W2010222441 hasConceptScore W2010222441C196083921 @default.
- W2010222441 hasConceptScore W2010222441C203274628 @default.
- W2010222441 hasConceptScore W2010222441C203763787 @default.
- W2010222441 hasConceptScore W2010222441C28826006 @default.
- W2010222441 hasConceptScore W2010222441C33923547 @default.
- W2010222441 hasConceptScore W2010222441C40696583 @default.
- W2010222441 hasConceptScore W2010222441C41008148 @default.
- W2010222441 hasConceptScore W2010222441C62520636 @default.
- W2010222441 hasConceptScore W2010222441C72169020 @default.
- W2010222441 hasConceptScore W2010222441C77088390 @default.
- W2010222441 hasConceptScore W2010222441C87007009 @default.
- W2010222441 hasFunder F4320321001 @default.
- W2010222441 hasLocation W20102224411 @default.
- W2010222441 hasOpenAccess W2010222441 @default.
- W2010222441 hasPrimaryLocation W20102224411 @default.
- W2010222441 hasRelatedWork W2015235728 @default.
- W2010222441 hasRelatedWork W2021332116 @default.
- W2010222441 hasRelatedWork W2031884339 @default.
- W2010222441 hasRelatedWork W2037318620 @default.
- W2010222441 hasRelatedWork W2058954365 @default.
- W2010222441 hasRelatedWork W2077459097 @default.
- W2010222441 hasRelatedWork W2909641969 @default.
- W2010222441 hasRelatedWork W3031335343 @default.
- W2010222441 hasRelatedWork W3124489722 @default.
- W2010222441 hasRelatedWork W3147957045 @default.
- W2010222441 hasVolume "126" @default.
- W2010222441 isParatext "false" @default.
- W2010222441 isRetracted "false" @default.
- W2010222441 magId "2010222441" @default.
- W2010222441 workType "article" @default.