Critical values and p values of bessel process distributions: Computation and application to structural break tests

Econometric Theory

Volumn 19, Issue 6, 2003, Pages 1128-1143

  Estrella, Arturo ^a  

^a FEDERAL RESERVE BANK OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242426476     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466603196107     Document Type: Article

References (18)

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