Double Bootstrap Test for a Structural Break when the Disturbance Variance Changes with the Break

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Author(s)

Journal

  • Kobe University Economic Review

    Kobe University Economic Review (60), 33-43, 2014

    Kobe University

Codes

  • NII Article ID (NAID)
    110009882308
  • NII NACSIS-CAT ID (NCID)
    AA00261065
  • Text Lang
    ENG
  • Article Type
    departmental bulletin paper
  • ISSN
    0454-1111
  • Data Source
    NII-ELS  IR 
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