{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,9,30]],"date-time":"2026-09-30T17:02:24Z","timestamp":1790787744993,"version":"4.1.0"},"reference-count":15,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":6738,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1990,9]]},"abstract":"<jats:p>We consider the local power of the cusum and cusum of squares tests for structural change in the linear regression model. We show that the local power of the cusum of squares test equals its size for a wide class of structural changes, as compared to a nontrivial local power for the cusum test. The conventional ranking of these procedures is thus reversed.<\/jats:p>","DOI":"10.1017\/s0266466600005302","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:47:33Z","timestamp":1236700053000},"page":"335-347","source":"Crossref","is-referenced-by-count":71,"title":["The Local Power of the CUSUM and CUSUM of Squares Tests"],"prefix":"10.1017","volume":"6","author":[{"given":"Werner","family":"Ploberger","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Walter","family":"Kr\u00e4mer;","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600005302_ref002","volume-title":"Convergence of Probability Measures","author":"Billingsley","year":"1968"},{"key":"S0266466600005302_ref015","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176345714"},{"key":"S0266466600005302_ref004","first-page":"103","volume-title":"Detection of Abrupt Changes in Signals and Dynamical Systems","author":"Deshayes","year":"1986"},{"key":"S0266466600005302_ref006","volume-title":"Testing the Constancy of Regression Models over Time","author":"Hackl","year":"1980"},{"key":"S0266466600005302_ref001","doi-asserted-by":"publisher","DOI":"10.1111\/j.1465-7295.1984.tb00683.x"},{"key":"S0266466600005302_ref009","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-95876-2"},{"key":"S0266466600005302_ref005","doi-asserted-by":"publisher","DOI":"10.1080\/01621459.1977.10479906"},{"key":"S0266466600005302_ref007","volume-title":"Econometric Methods","author":"Johnston","year":"1984"},{"key":"S0266466600005302_ref008","doi-asserted-by":"publisher","DOI":"10.2307\/1913102"},{"key":"S0266466600005302_ref010","doi-asserted-by":"publisher","DOI":"10.2307\/2986299"},{"key":"S0266466600005302_ref011","doi-asserted-by":"publisher","DOI":"10.1007\/BFb0069773"},{"key":"S0266466600005302_ref012","volume-title":"Discrete Parameter Martingales","author":"Neveu","year":"1975"},{"key":"S0266466600005302_ref003","doi-asserted-by":"crossref","first-page":"149","DOI":"10.1111\/j.2517-6161.1975.tb01532.x","article-title":"Techniques for testing the constancy of regression relationships over time","volume":"B 37","author":"Brown","year":"1975","journal-title":"Journal of the Royal Statistical Society"},{"key":"S0266466600005302_ref013","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-662-02571-0_9"},{"key":"S0266466600005302_ref014","doi-asserted-by":"publisher","DOI":"10.1016\/0165-1765(86)90009-1"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600005302","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,8]],"date-time":"2025-02-08T05:47:01Z","timestamp":1738993621000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600005302\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1990,9]]},"references-count":15,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1990,9]]}},"alternative-id":["S0266466600005302"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600005302","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1990,9]]}}}