Approximate Asymptotic P-Values for Structural Change Tests

Bruce Hansen ()

No 297., Boston College Working Papers in Economics from Boston College Department of Economics

Abstract: Numerical approximations to the asymptotic distributions of recently proposed tests for structural change are presented. This enables easy yet accurate calculation of asymptotic p-values. Keywords: parameter stability, changepoint models

JEL-codes: C12 C22 (search for similar items in EconPapers)
Pages: 24 pages
Date: 1995-04
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Citations: View citations in EconPapers (37)

Published, Journal of Business and Economic Statistics, 1997, 15:60-67.

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http://fmwww.bc.edu/EC-P/wp297.pdf (application/pdf)

Related works:
Journal Article: Approximate Asymptotic P Values for Structural-Change Tests (1997)
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Persistent link: https://EconPapers.repec.org/RePEc:boc:bocoec:297

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