RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap
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Other versions of this item:
- Hansen, Bruce E., 2000. "Testing for structural change in conditional models," Journal of Econometrics, Elsevier, vol. 97(1), pages 93-115, July.
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KeywordsFixed regressor bootstrap; RATS;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
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