On the usefulness or lack thereof of optimality criteria for structural change tests
Pierre Perron and Yohei Yamamoto
| Year of publication: |
2016
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|---|---|
| Authors: | Perron, Pierre ; Yamamoto, Yohei |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 782-844
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| Subject: | Hypothesis testing | Local asymptotics | Parameter variations | Structural change | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Strukturwandel | Strukturbruch | Structural break |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2014.977621 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011589912