Bootstrap tests for structural change with infinite variance observations

Author:

Jin Hao,Tian Zheng,Qin Ruibing

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference21 articles.

1. Periodic moving averages of random variables with regularly varying tails;Anderson;Annals of Statistics,1997

2. Optimal tests when a nuisance parameter is present only under the alternative;Andrews;Econometrica,1994

3. Computation and estimation of multiple structural change models;Bai;Applied Econometrics,2003

4. Regular Variation;Bingham,1987

5. Testing against stochastic trend in the presence of variance shifts;Busetti;Business & Economic Statistics,2003

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