Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope

Published 2008 View Full Article

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Title
Assessing the relative power of structural break tests using a framework based on the approximate Bahadur slope
Authors
Keywords
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Journal
JOURNAL OF ECONOMETRICS
Volume 149, Issue 1, Pages 26-51
Publisher
Elsevier BV
Online
2008-11-13
DOI
10.1016/j.jeconom.2008.10.010

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