Westerlund, Joakim (contributor); … - 2006
Monte Carlo study is also con-
ducted to investigate the small-sample properties of the tests. The results
reveal that the …
the slope.
We also evaluate the small-sample performance of the tests via Monte Carlo
simulations. The results, which … results to the case with an unknown break and error
dependence. Section 5 is devoted to the Monte Carlo study, whereas Section …