Lajos Horváth, Marie Hušková, Gregory Rice, Jia Wang, ASYMPTOTIC PROPERTIES OF THE CUSUM ESTIMATOR FOR THE TIME OF CHANGE IN LINEAR PANEL DATA MODELS, Econometric Theory, Vol. 33, No. 2 (April 2017), ...

Data driven smooth tests have been introduced to enlarge range of sensitivity of classical goodness of fit tests. In case of simple goodness of fit hypothesis there is an evidence that this goal has ...