Bunzel, Helle; Iglesias, Emma M. - Iowa State University of Science and Technology <Ames, … - 2008
This paper proposes several new tests for structural change in themultivariate linear regression model. One of the most popular alternatives are Sup-Wald type tests along the lines of Bai, Lumsdaine and Stock (1998), which Bernard,Idoudi, Khalaf and Yélou (2007) show to have very large size...