Maasoumi, Esfandiar; Zaman, Asad; Ahmed, Mumtaz - In: Economic Modelling 27 (2010) 6, pp. 1382-1391
Structural change can be considered by breaking up a sample into subsets and asking if these can be aggregated or pooled. Strategies for constructing tests for aggregation and structural change in this setting have not received sufficient attention in the literature. Our methodology for testing...