RATS programs to replicate Hansen's examples of Andrews-Ploberger test

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Replication file for the examples of Hansen, Bruce E.(1997), "Approximate Asymptotic P-Values for Structural Change Tests", Journal of Business and Economic Statistics, vol 15, no. 1, pp 60-67. Uses APBREAKTEST procedure.

Language: RATS
Requires: RATS 5.10
Keywords: Stability; tests (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See http://www.estima.com/ratsfiletypes.shtml
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Downloads: (external link)
http://www.estima.com/procs_perl/hansen_jbes_1997.zip (application/zip)

Related works:
Journal Article: Approximate Asymptotic P Values for Structural-Change Tests (1997)
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rtz00087

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