Is MORE LESS? The role of data augmentation in testing for structural breaks
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DOI: 10.1016/j.econlet.2017.03.033
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Cited by:
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- Yao Rao & Brendan McCabe, 2018. "Structural Change and the Problem of Phantom Break Locations," Working Papers 20185, University of Liverpool, Department of Economics.
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More about this item
Keywords
Structural change; CUSUM test; Regression;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
Statistics
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