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Testing for Structural Breaks in the Evaluation of Programs

✍ Scribed by Anne Morrison Piehl, Suzanne J. Cooper, Anthony A. Braga and David M. Kennedy


Book ID
125775435
Publisher
MIT Press
Year
2003
Tongue
English
Weight
463 KB
Volume
85
Category
Article
ISSN
0034-6535

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Testing for (common) stochastic trends i
✍ Fabio Busetti πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 199 KB πŸ‘ 2 views

## Abstract This paper considers the problem of testing for the presence of stochastic trends in multivariate time series with structural breaks. The breakpoints are assumed to be known. The testing framework is the multivariate locally best invariant test and the common trend test of Nyblom and Ha