Heteroscedasticity and Autocorrelation Robust Structural Change Detection

By Zhou Zhou. 2013

112 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8a504840563a7a1e4784d13c32440cc8f4485f39

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Holger Dette
2. Dominik Wied

In Finance

1. Holger Dette
2. Dominik Wied
3. Johan Segers
4. Jean-David Fermanian

Citations in the corpus

• Detecting relevant changes in time series models (2014, background): “In fact it was pointed out by Zhou (2013) that the classical CUSUM approach and similar methods are not pivotal in this case leading to severe biased testing results.”