Approximate p-values of certain tests involving hypotheses about multiple breaks
Year of publication: |
2013
|
---|---|
Authors: | Hall, Alastair R. ; Sakkas, Nikolaos |
Published in: |
Journal of econometric methods. - Berlin : de Gruyter, ISSN 2194-6345, ZDB-ID 2678626-6. - Vol. 2.2013, 1, p. 53-67
|
Subject: | Theorie | Theory | Strukturbruch | Structural break | Statistischer Test | Statistical test |
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