Improving the Finite Sample Performance of Tests for a Shift in Mean

Daisuke Yamazaki, 大輔 山崎, Eiji Kurozumi () and 英司 黒住

No 2014-16, Discussion Papers from Graduate School of Economics, Hitotsubashi University

Keywords: structural change; long-run variance; bias correction (search for similar items in EconPapers)
JEL-codes: C12 C22 (search for similar items in EconPapers)
Pages: 42 pages
Date: 2014-11-10
New Economics Papers: this item is included in nep-ecm and nep-ets
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Persistent link: https://EconPapers.repec.org/RePEc:hit:econdp:2014-16

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