In an important class of econometric problems, researchers select a target parameter by maximizing the Euclidean norm data-dependent vector. Examples that can be cast into this frame include threshold regression models with estimated thresholds and structural break dates. Estimation inference procedures ignore randomness severely biased misleading when is non-negligible. This paper studies cond...

s tructural change is defined as a change in the relative weight of the important constituents of the macro-economic indicator such as production, taxes, imports and exports, workforce etc. since the structure change is one of the main reasons for the growth and economic development of countries, the investigation of the trend of changes in economic important constituents is important. tax as a...