Showing 1 - 10 of 50
Persistent link: https://www.econbiz.de/10001998368
Persistent link: https://www.econbiz.de/10000986482
Persistent link: https://www.econbiz.de/10000762682
Persistent link: https://www.econbiz.de/10000713793
Persistent link: https://www.econbiz.de/10000724460
Persistent link: https://www.econbiz.de/10000862880
Persistent link: https://www.econbiz.de/10001512206
The econometrics literature contains a variety of two-sided tests for unknown breakpoints in time-series models with one or more parameters. This paper derives an analogous one-sided test that takes into account the direction of the change for a single parameter. In particular, we propose a sup...
Persistent link: https://www.econbiz.de/10003226093
Persistent link: https://www.econbiz.de/10001589547
Persistent link: https://www.econbiz.de/10001590059