On testing for structural break of coefficients in factor-augmented regression models
Year of publication: |
December 2017
|
---|---|
Authors: | Chen, Sanpan ; Cui, Guowei ; Zhang, Jianhua |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 161.2017, p. 141-145
|
Subject: | Structural break test | Factor-augmented regression model | Asymptotic null distribution | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
-
A near optimal test for structural breaks when forecasting under square error loss
Boot, Tom, (2017)
-
A joint test of predictability and structural break in predictive regressions
Fei, Yijie, (2024)
-
Olmo, Jose, (2014)
- More ...
-
Hsu, Wen-chung, (2011)
-
Do Thi Thao, (2016)
-
Buljan Perusic, Nikolina, (2020)
- More ...