• Title of article

    Structural change tests under regression misspecifications

  • Author/Authors

    Jian Yang، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2001
  • Pages
    7
  • From page
    311
  • To page
    317
  • Abstract
    This paper considers structural change tests under regression misspecifications. The asymptotic distortions of regression misspecifications on the Sup-Wald statistic are quantified for a class of drifting data generating processes. It is found that there is no asymptotic distortion caused by regression misspecifications when the misspecification term possesses no shifts.
  • Keywords
    Bessel process , Change point , Weak convergence , Sup-Wald test , Drifting data generating process
  • Journal title
    Economics Letters
  • Serial Year
    2001
  • Journal title
    Economics Letters
  • Record number

    434764

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=434764