Testing for structural change in conditional models

Bruce Hansen ()

Journal of Econometrics, 2000, vol. 97, issue 1, 93-115

Date: 2000
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Related works:
Working Paper: Testing for Structural Change in Conditional Models (1998)
Software Item: REGHBREAK: RATS procedure to perform structural break test with bootstrapped p-values
Software Item: RATS programs to replicate structural break test with Hansen's fixed regressor bootstrap
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:97:y:2000:i:1:p:93-115

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