| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062375 | Economics Letters | 2008 | 11 Pages |
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.
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Economics and Econometrics
Authors
Elena Andreou,