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New Results on Structural Change Tests: Theory and Applications (Change-point tests)

Date du début: 1 sept. 2008, Date de fin: 31 août 2013,

The research project has two broad objectives and provides novel results in the literature of structural change or change-point tests. The first objective is to provide two new methods for restoring the non-monotone power problem of a large family of structural breaks tests that have been widely used in econometrics and statistics, as well as to show that these methods have additional contribution ...
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