Testing for Breaks in Coefficients and Error Variance: Simulations and Applications
Year of publication: |
2008-07
|
---|---|
Authors: | Zhou, Jing ; Perron, Pierre |
Institutions: | Department of Economics, Boston University |
Subject: | Change-point | Variance shift | Conditional heteroskedasticity | Likelihood ratio tests | the “Great moderation.” |
-
Perron, Pierre, (2020)
-
Perron, Pierre, (2020)
-
Perron, Pierre, (2008)
- More ...
-
Perron, Pierre, (2008)
-
Estimating Deterministric Trends with an Integrated or Stationary Noise Component
Perron, Pierre, (2005)
-
Testing for Shifts in Trend with an Integrated or Stationary Noise Component
Perron, Pierre, (2005)
- More ...