结构变化的CUSUM和CUSUM平方检验的幂性质的非局部视角

A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change

Journal of Econometrics · 2007
被引 85
人大 AABS 4
计量经济学时间序列分析结构变化检验统计推断