Approximate p-values of certain tests involving hypotheses about multiple breaks
Year of publication: |
2013
|
---|---|
Authors: | Hall, Alastair R. ; Sakkas, Nikolaos |
Published in: |
Journal of econometric methods. - Berlin : de Gruyter, ISSN 2194-6345, ZDB-ID 2678626-6. - Vol. 2.2013, 1, p. 53-67
|
Subject: | Theorie | Theory | Strukturbruch | Structural break | Statistischer Test | Statistical test |
-
A fluctuation test for constant Spearman’s rho
Wied, Dominik, (2011)
-
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton, (2014)
-
Berens, Tobias, (2013)
- More ...
-
The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points
Hall, Alastair R., (2015)
-
Structural Break Inference using Information Criteria in Models Estimated by Two Stage Least Squares
Hall, Alastair R., (2013)
-
Inference on Structural Breaks using Information Criteria
Hall, Alastair R., (2013)
- More ...