| dc.contributor.author | Andreou, Elena | en |
| dc.creator | Andreou, Elena | en |
| dc.date.accessioned | 2019-05-03T05:21:45Z | |
| dc.date.available | 2019-05-03T05:21:45Z | |
| dc.date.issued | 2008 | |
| dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/47071 | |
| dc.description.abstract | This paper shows that a near-stationarity boundary condition for heteroskedastic and autocorrelation consistent estimators can solve the problem of non-monotone power of the CUSUM test for a single break in the mean of a weakly dependent process. © 2007 Elsevier B.V. All rights reserved. | en |
| dc.language.iso | eng | en |
| dc.source | Economics Letters | en |
| dc.subject | Heteroskedastic and autocorrelation consistent estimator | en |
| dc.subject | Structural break test | en |
| dc.title | Restoring monotone power in the CUSUM test | en |
| dc.type | info:eu-repo/semantics/article | |
| dc.identifier.doi | 10.1016/j.econlet.2007.04.006 | |
| dc.description.volume | 98 | |
| dc.description.startingpage | 48 | |
| dc.description.endingpage | 58 | |
| dc.author.faculty | Σχολή Οικονομικών Επιστημών και Διοίκησης / Faculty of Economics and Management | |
| dc.author.department | Τμήμα Οικονομικών / Department of Economics | |
| dc.type.uhtype | Article | en |
| dc.description.totalnumpages | 48-58 | |
