Approximate AsymptoticPValues for StructuraS-Change Tests

1 January 1997

journal article
research article
Published by Taylor & Francis in Journal of Business & Economic Statistics

Vol. 15 (1) , 60-67
https://doi.org/10.1080/07350015.1997.10524687

Abstract

Numerical approximations to the asymptotic distributions of recently proposed tests for structural change are presented. This enables easy yet accurate calculation of asymptotic p values. A GAUSS program is available to perform the computations.

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