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Asymptotic distribution of the sup-Wald statistic under specification errors


  • Tai-leung Chong, Terence


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  • Tai-leung Chong, Terence, 1999. "Asymptotic distribution of the sup-Wald statistic under specification errors," Structural Change and Economic Dynamics, Elsevier, vol. 10(3-4), pages 421-430, December.
  • Handle: RePEc:eee:streco:v:10:y:1999:i:3-4:p:421-430

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    References listed on IDEAS

    1. 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.
    2. Tai-leung Chong, Terence, 1995. "Partial parameter consistency in a misspecified structural change model," Economics Letters, Elsevier, vol. 49(4), pages 351-357, October.
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