MARC details
| 000 -LEADER |
|---|
| fixed length control field |
01960nam a22002657a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER |
|---|
| control field |
ZW-GwMSU |
| 005 - DATE AND TIME OF LATEST TRANSACTION |
|---|
| control field |
20240402140811.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
|---|
| fixed length control field |
240402b |||||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE |
|---|
| Original cataloging agency |
MSU |
| Language of cataloging |
English |
| Transcribing agency |
MSU |
| Description conventions |
rda |
| 050 ## - LIBRARY OF CONGRESS CALL NUMBER |
|---|
| Classification number |
HB139.T52 ECo |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Aue Alexander |
| Relator term |
author |
| 245 13 - TITLE STATEMENT |
|---|
| Title |
On distinguishing between random walk and change in the mean alternatives |
| Statement of responsibility, etc. |
by Alexander Aue , Lajos Horváth , Marie Hušková and Shiqing Ling |
| 264 1# - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE, AND COPYRIGHT NOTICE |
|---|
| Place of production, publication, distribution, manufacture |
Cambridge : |
| Name of producer, publisher, distributor, manufacturer |
Cambridge University Press, |
| Date of production, publication, distribution, manufacture, or copyright notice |
2009 |
| 336 ## - CONTENT TYPE |
|---|
| Source |
rdacontent |
| Content type term |
text |
| Content type code |
txt |
| 337 ## - MEDIA TYPE |
|---|
| Source |
rdamedia |
| Media type term |
unmediated |
| Media type code |
n |
| 338 ## - CARRIER TYPE |
|---|
| Source |
rdacarrier |
| Carrier type term |
volume |
| Carrier type code |
nc |
| 440 ## - SERIES STATEMENT/ADDED ENTRY--TITLE |
|---|
| Title |
Econometric Theory |
| Volume/sequential designation |
Volume 25, number 2 |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc. |
We study test procedures that detect structural breaks in underlying data sequences. In particular, we wish to discriminate between different reasons for these changes, such as (1) shifting means, (2) random walk behavior, and (3) constant means but innovations switching from stationary to difference stationary behavior. Almost all procedures presently available in the literature are simultaneously sensitive to all three types of alternatives. The test statistics under investigation are based on functionals of the partial sums of observations. These cumulative sum–type (CUSUM-type) statistics have limit distributions if the mean remains constant and the errors satisfy the central limit theorem but tend to infinity in the case when any of the alternatives (1), (2), or (3) holds. On removing the effect of the shifting mean, however, divergence of the test statistics will only occur under the random walk behavior, which in turn enables statisticians not only to detect structural breaks but also to specify their causes. |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name entry element |
Mean alternatives |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Horváth, Lajos ; |
| Relator term |
co-author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Hušková, Marie |
| Relator term |
co-author |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Ling, Shiqing |
| Relator term |
co-author |
| 856 ## - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
https://doi.org/10.1017/S0266466608090130 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
Library of Congress Classification |
| Koha item type |
Journal Article |