Assessing the relative power of structural break tests...

Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope

Dukpa Kim, Pierre Perron
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Volume:
149
Year:
2009
Language:
english
Pages:
26
DOI:
10.1016/j.jeconom.2008.10.010
File:
PDF, 3.38 MB
english, 2009
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