Tests for a mean shift with good size and monotonic power

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 102
Issue: 2
Pages: 78-82

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper proposes tests for a mean shift based on a new hybrid estimator of the long-run variance. It is shown that these tests can bypass the non-monotonic power problem of the LM tests while maintaining adequate size properties.

Technical Details

RePEc Handle
repec:eee:ecolet:v:102:y:2009:i:2:p:78-82
Journal Field
General
Author Count
1
Added to Database
2026-01-25