Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification

Jean-Yves Pitarakis ()

Econometrics from EconWPA

Keywords: Structural Break; Variance Shifts; Bootstrapping (search for similar items in EconPapers)
JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-rmg
Date: 2003-12-18
Note: Type of Document - pdf; prepared on Win98; pages: 32
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Related works:
Journal Article: Least squares estimation and tests of breaks in mean and variance under misspecification (2004)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:0312004

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