منابع مشابه
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In the past decade, we have seen the development of a new set of tests for structural change of unknown timing in regression models, most notably the SupF statistic of Andrews (1993, Econometrica 61, 825}856), the ExpF and AveF statistics of AndrewsPloberger (1994, Econometrica 62, 1383}1414), and the ̧ statistic of Nyblom (1989, Journal of American Statistical Association 84, 223}230). The dis...
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ژورنال
عنوان ژورنال: Journal of Applied Econometrics
سال: 2006
ISSN: 0883-7252,1099-1255
DOI: 10.1002/jae.821