Assessing the Relative Power of Structural Break Tests Using a Framework Based on the Approximate Bahadur Slope
Year of publication: |
2006-11
|
---|---|
Authors: | Kim, Dukpa ; Perron, Pierre |
Institutions: | Department of Economics, Boston University |
Subject: | Change-Point | Hypothesis Testing | Unknown Break Date | Wald tests | Supremum statistics |
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