Testing For Structural Breaks In Small Samples
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| Google books | books.google.com |
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| Authors | Sergei Antoshin |
| Andrew Berg | |
| Marcos Souto | |
| Date of Reg. | |
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| ID | 2180203 |
About Testing For Structural Breaks In Small Samples
In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations in both the size and power of their tests in smaller samples. . . .