Testing for Structural Breaks at Unknown Time: A Steeplechase

Computational Economics

Volumn 41, Issue 1, 2013, Pages 101-123

  El Shagi, Makram ^a   Giesen, Sebastian ^a  

^a HALLE INSTITUTE FOR ECONOMIC RESEARCH   (Germany)

Author keywords

Size adjusted power; Small sample Monte Carlo study; Structural breaks

Indexed keywords

EID: 84872611777     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1007/s10614-011-9271-1     Document Type: Article

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