Testing for a break at an unknown change-point: a test with known size in small samples
- 31 July 1999
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 64 (1) , 13-16
- https://doi.org/10.1016/s0165-1765(99)00073-7
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Tests for Parameter Instability and Structural Change With Unknown Change PointEconometrica, 1993
- Tests for Parameter Instability in Regressions with I(1) ProcessesJournal of Business & Economic Statistics, 1992
- An Alternative Proof and Generalization of a Test for Structural ChangeThe American Statistician, 1976