A mean-difference test based on self-normalization for alternating regime index data sets
Author:
Funder
National Research Foundation of Korea
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
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2. Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach;Journal of Econometrics;2024-01
3. Subsample scan test for multiple breaks based on self-normalization;Communications in Statistics - Theory and Methods;2022-06-22
4. Testing for Structural Breaks – A New Self-Normalization Approach Based on the Adjusted Sample Range;SSRN Electronic Journal;2021
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