Is MORE LESS? : the role of data augmentation in testing for structural breaks
Yao Rao, Brendan McCabe
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Rao, Yao ; McCabe, Brendan Peter Martin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 155.2017, p. 131-134
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| Subject: | Structural change | CUSUM test | Regression | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Strukturwandel | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.03.033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011821631