Approximate p-values of certain tests involving hypotheses about multiple breaks
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Cites work
- Approximate \(p\)-values of predictive tests for structural stability
- Critical values for multiple structural change tests
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimation and inference in unstable nonlinear least squares models
- Generic consistency of the break-point estimators under specification errors in a multiple-break model
- Inference regarding multiple structural changes in linear models with endogenous regressors
- Predictive tests for structural change with unknown breakpoint
- Tests for Parameter Instability and Structural Change With Unknown Change Point
Cited in
(6)- Approximate \(p\)-values of predictive tests for structural stability
- P-Values for non-standard distributions with an application to the DF test
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- Critical values and p values of Bessel process distributions: computation and application to structural break tests
- Estimation and inference in unstable nonlinear least squares models
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