El-Shagi, Makram; Giesen, Sebastian - In: Computational Economics 41 (2013) 1, pp. 101-123
This paper analyzes the role of common data problems when identifying structural breaks in small samples. Most notably, we survey small sample properties of the most commonly applied endogenous break tests developed by Brown et al. (J R Stat Soc B 37:149–163, <CitationRef CitationID="CR10">1975</CitationRef>) and Zeileis (Stat Pap...</citationref>
