Exact tests for structural change in first-order dynamic models

Journal of Econometrics

Volumn 70, Issue 1, 1996, Pages 39-68

  Dufour, Jean Marie ^a   Kiviet, Jan F ^b  

^a UNIVERSITÉ DE MONTRÉAL   (Canada)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Exact inference; Finite sample tests; First order autoregressive model; Randomization; Structural change

Indexed keywords

EID: 0040304640     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01683-6     Document Type: Article

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