The finite-sample properties of bootstrap tests in multiple structural change models
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References listed on IDEAS
- Diebold, Francis X. & Chen, Celia, 1996.
"Testing structural stability with endogenous breakpoint A size comparison of analytic and bootstrap procedures,"
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More about this item
KeywordsStructural change; bootstrap tests; size properties;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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