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- W1965256988 abstract "This paper proposes a likelihood-ratio-type test for multiple structural changes in regression models. The model allows for lagged-dependent variables and trending regressors. The limiting distribution of the test is derived. We show that asymptotic critical values can be obtained analytically. In addition, the number and the locations of change points can be consistently determined via the test procedure. The method is straightforward to implement." @default.
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- W1965256988 date "1999-08-01" @default.
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- W1965256988 title "Likelihood ratio tests for multiple structural changes" @default.
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- W1965256988 doi "https://doi.org/10.1016/s0304-4076(98)00079-7" @default.
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