Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Year of publication: |
2009
|
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Authors: | Kim, Dukpa ; Perron, Pierre |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 149.2009, 1, p. 26-51
|
Subject: | Statistischer Test | Statistical test | Strukturbruch | Structural break |
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