SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS

DOI10.1017/S0266466608090385zbMath1278.62135MaRDI QIDQ3181959

Stephen J. Leybourne, A. M. Robert Taylor, David I. Harvey

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466608090385

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M07: Non-Markovian processes: hypothesis testing

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Cites Work

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