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RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap
Tom Doan Statistical Software Components from Boston College Department of Economics
Replication for Hansen(2000), "Testing for Structural Change in Conditional Models", Journal of Econometrics, vol. 97, no. 1, pages 93-115. Demonstrates test for a structural break in a linear regression model with fixed regressor bootstrap.
Requires: RATS 7.30
Keywords: Fixed; regressor; bootstrap (search for similar items in EconPapers)
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Downloads: (external link) http://www.estima.com/procs_perl/hansen_joe2000.zip (application/zip)
Related works: Journal Article: Testing for structural change in conditional models (2000) This item may be available elsewhere in EconPapers: Search for items with the same title.
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Persistent link: http://EconPapers.repec.org/RePEc:boc:bocode:rtz00089
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