On testing for structural break of coefficients in factor-augmented regression models
Sanpan Chen, Guowei Cui, Jianhua Zhang
| Year of publication: |
December 2017
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|---|---|
| Authors: | Chen, Sanpan ; Cui, Guowei ; Zhang, Jianhua |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 161.2017, p. 141-145
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| Subject: | Structural break test | Factor-augmented regression model | Asymptotic null distribution | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.10.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011904543