TESTING FOR A SHIFT IN TREND AT AN UNKNOWN DATE: A FIXED-B ANALYSIS OF HETEROSKEDASTICITY AUTOCORRELATION ROBUST OLS-BASED TESTS
| Year of publication: |
2011
|
|---|---|
| Authors: | Sayginsoy, Özgen ; Vogelsang, Timothy J. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 5 (25.3.), p. 992-1026
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