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The generalized fluctuation test: A unifying view

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Author Info
Chung-Ming Kuan
Kurt Hornik

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Abstract

In this paper, a general principle of constructing tests for parameter constancy without assuming a specific alternative is introduced. A unified asymptotic result is established to analyze this class of tests. As applications, tests based on the range of recursive and moving estimates are considered, and their asymptotic distributions are characterized analytically. Our simulations show that different tests have quite different behavior under various alternatives and that no test uniformly dominates the other tests.

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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/07474939508800311&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 14 (1995)
Issue (Month): 2 ()
Pages: 135-161
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Handle: RePEc:taf:emetrv:v:14:y:1995:i:2:p:135-161

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Related research
Keywords: CUSUM; MUSUM; Brownian Bridge; Functional Central Limit Theorem; Generalized Fluctuation Test; Moving Estimate; Moving-Estimates Test; Range Test; Recursive Estimate; Recursive-Estimates Test; Structural Change; Wiener Process;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Pierre Perron & Tomoyoshi Yabu, 2007. "Estimating Deterministic Trend with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2007-020, Boston University - Department of Economics. [Downloadable!]
    Other versions:
  2. Ai Deng & Pierre Perron, 2007. "A Non-local Perspective on the Power Properties of the CUSUM and CUSUM of Squares Tests for Structural Change," Boston University - Department of Economics - Working Papers Series WP2007-019, Boston University - Department of Economics. [Downloadable!]
    Other versions:
  3. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "Robust methods for detecting multiple level breaks in autocorrelated time series," Discussion Papers 09/01, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]
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This page was last updated on 2009-12-10.


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