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Fixed-b analysis of LM-type tests for a shift in mean
Yang, Jingjing; Vogelsang, Timothy J. - In: The econometrics journal 14 (2011) 3, pp. 438-456
Persistent link: https://www.econbiz.de/10009382500
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Break point estimators for a slope shift : levels versus first differences
Yang, Jingjing - In: The econometrics journal 15 (2012) 1, pp. 154-169
Persistent link: https://www.econbiz.de/10009520539
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Fixed‐b analysis of LM‐type tests for a shift in mean
Yang, Jingjing; Vogelsang, Timothy J. - In: The econometrics journal 14 (2011) 3, pp. 438-457
Persistent link: https://www.econbiz.de/10009343978
Cover Image
Break point estimators for a slope shift: levels versus first differences
Yang, Jingjing - In: The econometrics journal 15 (2012) 1, pp. 154-170
Persistent link: https://www.econbiz.de/10009833428