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

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Item Type: Article
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
Dates:
  • Published: December 2019
  • Published (online): 26 July 2019
  • Accepted: 17 May 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: 16 Oct 2024 15:43
Published Version: https://doi.org/10.1016/j.jeconom.2019.05.019
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.jeconom.2019.05.019
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