Testing for a shift in trend at an unknown date: A fixed-B analysis of heteroskedasticity autocorrelation robust ols-based tests

Econometric Theory

Volumn 27, Issue 5, 2011, Pages 992-1025

  Sayginsoy, Özgen ^a   Vogelsang, Timothy J ^b  

^a Federal Service for Surveillance on Consumer Rights Protection and Human Well Being   (United States)

^b MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 80052874506     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466610000617     Document Type: Article

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