Potential pitfalls in determining multiple structural changes with an application to purchasing power parity

Journal of Business and Economic Statistics

Volumn 26, Issue 1, 2008, Pages 50-65

  Prodan, Ruxandra ^a  

^a UNIVERSITY OF HOUSTON   (United States)

Author keywords

Persistent series; Restricted structural change; Size distortions; Tests with good size and power

Indexed keywords

EID: 38349059717     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500107000000304     Document Type: Article

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