Bootstrapping Structural Change Tests

Boldea, Otilia, Cornea-Madeira, Adriana orcid.org/0000-0002-0889-7145 and Hall, Alastair (2019) Bootstrapping Structural Change Tests. Journal of Econometrics. pp. 359-397. ISSN 0304-4076

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2019 The Author(s).
Keywords: Heteroskedasticity,Instrumental variables estimation,Multiple break points,Two-Stage Least Squares,Wild bootstrap,Economics and Econometrics
Dates:
  • Accepted: 17 May 2019
  • Published (online): 26 July 2019
  • Published: December 2019
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 28 May 2019 12:20
Last Modified: 21 Nov 2021 11:34
Published Version: https://doi.org/10.1016/j.jeconom.2019.05.019
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jeconom.2019.05.019
Related URLs:

Download

Filename: 1_s2.0_S0304407619301472_main.pdf

Description: 1-s2.0-S0304407619301472-main

Licence: CC-BY-NC-ND 2.5

Share / Export

Statistics