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

By Dukpa Kim, Pierre Perron. 2009

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/b726462f03b56531638baaa4fba5210de9b97663

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. Yohei Yamamoto
2. Shinya Tanaka

In Statistics and Probability

1. Yohei Yamamoto
2. Shinya Tanaka

Citations in the corpus

• Testing for Factor Loading Structural Change under Common Breaks (2015, methodology): “That is, xit = jif̂jt + error; 10The results are consistent with the results of these test statistics using the standard model derived by Kim and Perron (2009) and Perron and Yamamoto (2013).”