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On the Usefulness or Lack Thereof of Optimality Criteria for Structural Change Tests

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Author Info
Pierre Perron () (Boston University)
Yohei Yamamoto () (Boston University)

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Abstract

Elliott and Müller (2006) considered the problem of testing for general types of parameter variations, including infrequent breaks. They developed a framework that yields optimal tests, in the sense that they nearly attain some local Gaussian power envelop. The main ingredient in their setup is that the variance of the process generating the changes in the parameters must go to zero at a fast rate. They recommended the so-called qLˆL test, a partial sums type test based on the residuals obtained from the restricted model. We show that for breaks that are very small, its power is indeed higher than other tests, including the popular sup-Wald test. However, the differences are very minor. When the magnitude of change is moderate to large, the power of the test is very low in the context of a regression with lagged dependent variables or when a correction is applied to account for serial correlation in the errors. In many cases, the power goes to zero as the magnitude of change increases. The power of the sup-Wald test does not show this non-monotonicity and its power is far superior to the qLˆL test when the break is not very small. We claim that the optimality of the qLˆL test does not come from the properties of the test statistics but the criterion adopted, which is not useful to analyze structural change tests. Instead, we use the concept of the relative approximate Bahadur slopes to assess the relative efficiency of two tests. When doing so, it is shown that the sup-Wald test indeed dominates the qLˆL test and, in many cases, the latter has zero relative asymptotic efficiency.

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Paper provided by Boston University - Department of Economics in its series Boston University - Department of Economics - Working Papers Series with number wp2008-006.

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Length: 67
Date of creation: May 2008
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Handle: RePEc:bos:wpaper:wp2008-006

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Related research
Keywords: structural change; local asymptotics; Bahadur efficiency; hypothesis testing; parameter variations;

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Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

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References listed on IDEAS
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  2. Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-08, May. [Downloadable!] (restricted)
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  3. Graham Elliott & Ulrich K. Müller, 2006. "Efficient Tests for General Persistent Time Variation in Regression Coefficients," Review of Economic Studies, Blackwell Publishing, vol. 73(4), pages 907-940, October. [Downloadable!] (restricted)
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  5. Andrews, Donald W K, 1991. "Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation," Econometrica, Econometric Society, vol. 59(3), pages 817-58, May. [Downloadable!] (restricted)
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  6. Deng, Ai & Perron, Pierre, 2008. "A non-local perspective on the power properties of the CUSUM and CUSUM of squares tests for structural change," Journal of Econometrics, Elsevier, vol. 142(1), pages 212-240, January. [Downloadable!] (restricted)
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  7. Phillips, Peter C B, 1988. "Regression Theory for Near-Integrated Time Series," Econometrica, Econometric Society, vol. 56(5), pages 1021-43, September. [Downloadable!] (restricted)
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  8. Raffaella Giacomini & Barbara Rossi, 2006. "How Stable is the Forecasting Performance of the Yield Curve for Output Growth?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 783-795, December. [Downloadable!] (restricted)
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  9. Iliyan GEORGIEV, 2002. "Functional Weak Limit Theory for Rare Outlying Events," Economics Working Papers ECO2002/22, European University Institute. [Downloadable!]
  10. Jushan Bai & Pierre Perron, 2003. "Computation and analysis of multiple structural change models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 1-22. [Downloadable!]
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  11. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
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  12. Garcia, Rene & Perron, Pierre, 1996. "An Analysis of the Real Interest Rate under Regime Shifts," The Review of Economics and Statistics, MIT Press, vol. 78(1), pages 111-25, February. [Downloadable!] (restricted)
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  13. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-56, July. [Downloadable!] (restricted)
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  14. Perron, Pierre, 1990. "Testing for a Unit Root in a Time Series with a Changing Mean," Journal of Business & Economic Statistics, American Statistical Association, vol. 8(2), pages 153-62, April.
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