Least Squares Estimation and Tests of Breaks in Mean and Variance under Misspecification

By Jean-Yves Pitarakis. 2004

53 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/094837d0c00a2a1b7277e2a922d70b1ef88988c5

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Pierre Perron
2. Muhammad Shahbaz
3. Dukpa Kim
4. Alan M. Taylor
5. S. Leybourne
6. Tomoyoshi Yabu
7. David I. Harvey
8. Zhongjun Qu

In Statistics and Probability

1. Pierre Perron
2. Muhammad Shahbaz
3. M. Wohar
4. Serena Ng
5. David E. Rapach
6. Alan M. Taylor
7. S. Leybourne
8. David I. Harvey

Citations in the corpus

• Dealing with Structural Breaks (2005, background): “Also, it allows for the two types of changes to occur at different dates, thereby avoiding problems related to tests for changes in the paremeters when, for example, a change in variance occurs at some other date (see, e.g., Pitarakis, 2004).”