APBREAKTEST: RATS procedure to implement Andrews-Ploberger Structural Break Test
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- Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
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KeywordsStability tests; structural breaks; Andrews-Ploberger test;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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