On the usefulness or lack thereof of optimality criteria for structural change tests
Year of publication: |
2016
|
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Authors: | Perron, Pierre ; Yamamoto, Yohei |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 5/7, p. 782-844
|
Subject: | Hypothesis testing | Local asymptotics | Parameter variations | Structural change | Schätztheorie | Estimation theory | Strukturbruch | Structural break |
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