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

Clinton A Greene

doi:10.1016/S0165-1765(99)00073-7

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

University of Missouri-St. Louis

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Economics Letters
Volume	64
DOIs	https://doi.org/10.1016/S0165-1765(99)00073-7
State	Published - Jul 1 1999

Disciplines

Econometrics
Statistics and Probability
Mathematics

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title = "Testing for a break at an unknown change-point: a test with known size in small samples",

author = "Greene, {Clinton A}",

note = "A stability test is presented which does not commit to a particular break-point and allows for multiple testing as in the Max-F test of Andrews (1993)...",

year = "1999",

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doi = "10.1016/S0165-1765(99)00073-7",

language = "American English",

volume = "64",

journal = "Economics Letters",

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T1 - Testing for a break at an unknown change-point: a test with known size in small samples

AU - Greene, Clinton A

N1 - A stability test is presented which does not commit to a particular break-point and allows for multiple testing as in the Max-F test of Andrews (1993)...

PY - 1999/7/1

Y1 - 1999/7/1

UR - https://www.sciencedirect.com/science/article/pii/S0165176599000737

U2 - 10.1016/S0165-1765(99)00073-7

DO - 10.1016/S0165-1765(99)00073-7

M3 - Article

VL - 64

JO - Economics Letters

JF - Economics Letters

ER -

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

Disciplines

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