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Nonparametric inference on structural breaks

  • Delgado, Miguel A.
  • Hidalgo, Javier

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3YJYHHH-5/2/156123ed62a4b3a8a75449ed39ca3898
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 96 (2000)
Issue (Month): 1 (May)
Pages: 113-144

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Handle: RePEc:eee:econom:v:96:y:2000:i:1:p:113-144
Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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  1. Perron, P. & Bai, J., 1995. "Estimating and Testing Linear Models with Multiple Structural Changes," Cahiers de recherche 9552, Centre interuniversitaire de recherche en ├ęconomie quantitative, CIREQ.
  2. Muller, H. G. & Song, K. S., 1994. "Maximin Estimation of Multidimensional Boundaries," Journal of Multivariate Analysis, Elsevier, vol. 50(2), pages 265-281, August.
  3. Bai, Jushan, 1995. "Least Absolute Deviation Estimation of a Shift," Econometric Theory, Cambridge University Press, vol. 11(03), pages 403-436, June.
  4. Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
  5. Hidalgo, Javier, 1995. "A Nonparametric Conditional Moment Test for Structural Stability," Econometric Theory, Cambridge University Press, vol. 11(04), pages 671-698, August.
  6. Donald W.K. Andrews & Werner Ploberger, 1992. "Optimal Tests When a Nuisance Parameter Is Present Only Under the Alternative," Cowles Foundation Discussion Papers 1015, Cowles Foundation for Research in Economics, Yale University.
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