A Sequential Approach to Testing for Structural Change in Econometric Models

Garry Phillips and Brendan McCabe

Empirical Economics, 1989, vol. 14, issue 2, 65 pages

Abstract: The paper shows that the sequential approach to testing econometric models, particularly testing for structural change, is both feasible and potentially very useful. In fact, this paper makes clear the possibility of using the sequential approach as suggested by Dhrymes et al., (1972) and shows that the statistical dependence between successive tests can be overcome in some cases.

Date: 1989
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