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Testing for a break at an unknown change-point: a test with known size in small samples

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  • Greene, Clinton A.

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  • Greene, Clinton A., 1999. "Testing for a break at an unknown change-point: a test with known size in small samples," Economics Letters, Elsevier, vol. 64(1), pages 13-16, July.
  • Handle: RePEc:eee:ecolet:v:64:y:1999:i:1:p:13-16
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    References listed on IDEAS

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    1. Hansen, Bruce E, 2002. "Tests for Parameter Instability in Regressions with I(1) Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 45-59, January.
    2. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
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    Cited by:

    1. de Bondt, Gabe, 2009. "Euro area money demand: empirical evidence on the role of equity and labour markets," Working Paper Series 1086, European Central Bank.
    2. Giulietti, Monica & Otero, Jesus, 2002. "The timing of tariff structure changes in regulated industries: evidence from England and Wales," Structural Change and Economic Dynamics, Elsevier, vol. 13(1), pages 71-99, March.
    3. Gabe J. De Bondt, 2010. "New Evidence On The Motives For Holding Euro Area Money," Manchester School, University of Manchester, vol. 78(3), pages 259-278, June.

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