Testing for a break at an unknown change-point: A test with known size in small samples

DOI10.1016/S0165-1765(99)00073-7zbMath0970.91522MaRDI QIDQ1960343

Clinton A. Greene

Publication date: 12 January 2000

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

forecaststabilitymultiplechowMax-F

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Cites Work

• Tests for Parameter Instability and Structural Change With Unknown Change Point
• An Alternative Proof and Generalization of a Test for Structural Change
• Unnamed Item

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