Testing for Structural Breaks in Small Samples /
In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations in both the size and power of their tests in smaller samples. We propose modifying their methodology t...
| Hoofdauteur: | Antoshin, Sergei |
|---|---|
| Andere auteurs: | Berg, Andrew, Souto, Marcos |
| Formaat: | Tijdschrift |
| Taal: | English |
| Gepubliceerd in: |
Washington, D.C. :
International Monetary Fund,
2008.
|
| Reeks: | IMF Working Papers; Working Paper ;
No. 2008/075 |
| Onderwerpen: | |
| Online toegang: | Full text available on IMF |
Gelijkaardige items
-
Income and Democracy : Lipset's Law Revisited /
door: Hoeffler, Anke
Gepubliceerd in: (2012) -
Power Laws in Firm Size and Openness to Trade : Measurement and Implications /
door: Levchenko, Andrei
Gepubliceerd in: (2010) -
Do Forecasters Believe in Okun's Law? : An Assessment of Unemployment and Output Forecasts /
door: Ball, Laurence
Gepubliceerd in: (2014) -
Small Island States in the Pacific : the Tyranny of Distance /
door: Becker, Chris
Gepubliceerd in: (2012) -
Caribbean Business Cycles /
door: Cashin, Paul
Gepubliceerd in: (2004)