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Structural change tests under regression misspecifications

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  • Yang, Jian

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  • Yang, Jian, 2001. "Structural change tests under regression misspecifications," Economics Letters, Elsevier, vol. 70(3), pages 311-317, March.
    • Handle: RePEc:eee:ecolet:v:70:y:2001:i:3:p:311-317
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    1. Davidson, Russell & MacKinnon, James G, 1987. "Implicit Alternatives and the Local Power of Test Statistics," Econometrica, Econometric Society, vol. 55(6), pages 1305-1329, November.
    2. 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.
    3. Shinn-Juh Lin & Jian Yang, 1999. "Testing Shifts in Financial Models with Conditional Heteroskedasticity: An Empirical Distribution Function Approach," Research Paper Series 30, Quantitative Finance Research Centre, University of Technology, Sydney.
    4. Bai, Jushan, 1996. "Testing for Parameter Constancy in Linear Regressions: An Empirical Distribution Function Approach," Econometrica, Econometric Society, vol. 64(3), pages 597-622, May.
    5. Russell W. Davidson & James G. MacKinnon, 1985. "The Interpretation of Test Statistics," Canadian Journal of Economics, Canadian Economics Association, vol. 18(1), pages 38-57, February.
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