Bootstrap tests for structural breaks when the regressors and the serially correlated error term are unstable
Author:
Affiliation:
1. Department of Economics and Finance Sangmyung University 20 Hongjumun 2‐Gil Seoul South Korea
Funder
Sangmyung Univ. research grant
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/boer.12243
Reference31 articles.
1. Autocorrelation, autoregression and autoregressive approximation;An H. Z;The Annals of Statistics,1981
2. Testing for Structural Breaks in Small Samples
3. Tests for Parameter Instability and Structural Change With Unknown Change Point
4. Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
5. Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach
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