Tests for parameter instability and structural change with unknown change point (vol 71, pg 395, 2003)

被引:111
作者
Andrews, DWK [1 ]
机构
[1] Yale Univ, Cowles Fdn Res Econ, New Haven, CT 06520 USA
关键词
D O I
10.1111/1468-0262.00405
中图分类号
F [经济];
学科分类号
02 ;
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页码:395 / 397
页数:3
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[1]   Tests for parameter instability and structural change with unknown change point (vol 71, pg 395, 2003) [J].
Andrews, DWK .
ECONOMETRICA, 2003, 71 (01) :395-397