Pitfalls of two step testing for changes in the error variance and coefficients of a linear regression model

Pierre Perron, Yohei Yamamoto

Year of publication:	April
Authors:	Perron, Pierre ; Yamamoto, Yohei
Publisher:	[Tokyo] : Graduate School of Economics, Hitotsubashi University
Subject:	structural change \| variance shifts \| CUSUM of squares tests \| hypothesistesting \| Sup-LR test \| Statistischer Test \| Statistical test \| Schätztheorie \| Estimation theory \| Strukturbruch \| Structural break \| Strukturwandel \| Structural change

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