Matches in SemOpenAlex for { <https://semopenalex.org/work/W2077996748> ?p ?o ?g. }
Showing items 1 to 81 of
81
with 100 items per page.
- W2077996748 abstract "In a recent paper, Bai and Perron (2006) demonstrate that their approach for testing for multiple structural breaks in time series works well in large samples, but they found substantial deviations in both the size and power of their tests in smaller samples. We propose modifying their methodology to deal with small samples by using Monte Carlo simulations to determine sample-specific critical values under the null each time the test is run. We draw on the results of our simulations to offer practical suggestions on handling serial correlation, model misspecification, and the use of alternative test statistics for sequential testing. We show that, for most types of data generating processes in samples with as low as 50 observations, our proposed modifications perform substantially better." @default.
- W2077996748 created "2016-06-24" @default.
- W2077996748 creator A5025783206 @default.
- W2077996748 creator A5039167767 @default.
- W2077996748 creator A5089548839 @default.
- W2077996748 date "2008-03-01" @default.
- W2077996748 modified "2023-09-26" @default.
- W2077996748 title "Testing for Structural Breaks in Small Samples" @default.
- W2077996748 hasPublicationYear "2008" @default.
- W2077996748 type Work @default.
- W2077996748 sameAs 2077996748 @default.
- W2077996748 citedByCount "5" @default.
- W2077996748 countsByYear W20779967482016 @default.
- W2077996748 countsByYear W20779967482020 @default.
- W2077996748 crossrefType "posted-content" @default.
- W2077996748 hasAuthorship W2077996748A5025783206 @default.
- W2077996748 hasAuthorship W2077996748A5039167767 @default.
- W2077996748 hasAuthorship W2077996748A5089548839 @default.
- W2077996748 hasConcept C105795698 @default.
- W2077996748 hasConcept C11413529 @default.
- W2077996748 hasConcept C124101348 @default.
- W2077996748 hasConcept C129848803 @default.
- W2077996748 hasConcept C143724316 @default.
- W2077996748 hasConcept C149782125 @default.
- W2077996748 hasConcept C151730666 @default.
- W2077996748 hasConcept C185592680 @default.
- W2077996748 hasConcept C191988596 @default.
- W2077996748 hasConcept C19499675 @default.
- W2077996748 hasConcept C198531522 @default.
- W2077996748 hasConcept C203763787 @default.
- W2077996748 hasConcept C33923547 @default.
- W2077996748 hasConcept C41008148 @default.
- W2077996748 hasConcept C43617362 @default.
- W2077996748 hasConcept C5297727 @default.
- W2077996748 hasConcept C86803240 @default.
- W2077996748 hasConcept C87007009 @default.
- W2077996748 hasConceptScore W2077996748C105795698 @default.
- W2077996748 hasConceptScore W2077996748C11413529 @default.
- W2077996748 hasConceptScore W2077996748C124101348 @default.
- W2077996748 hasConceptScore W2077996748C129848803 @default.
- W2077996748 hasConceptScore W2077996748C143724316 @default.
- W2077996748 hasConceptScore W2077996748C149782125 @default.
- W2077996748 hasConceptScore W2077996748C151730666 @default.
- W2077996748 hasConceptScore W2077996748C185592680 @default.
- W2077996748 hasConceptScore W2077996748C191988596 @default.
- W2077996748 hasConceptScore W2077996748C19499675 @default.
- W2077996748 hasConceptScore W2077996748C198531522 @default.
- W2077996748 hasConceptScore W2077996748C203763787 @default.
- W2077996748 hasConceptScore W2077996748C33923547 @default.
- W2077996748 hasConceptScore W2077996748C41008148 @default.
- W2077996748 hasConceptScore W2077996748C43617362 @default.
- W2077996748 hasConceptScore W2077996748C5297727 @default.
- W2077996748 hasConceptScore W2077996748C86803240 @default.
- W2077996748 hasConceptScore W2077996748C87007009 @default.
- W2077996748 hasLocation W20779967481 @default.
- W2077996748 hasOpenAccess W2077996748 @default.
- W2077996748 hasPrimaryLocation W20779967481 @default.
- W2077996748 hasRelatedWork W1491711721 @default.
- W2077996748 hasRelatedWork W1965851828 @default.
- W2077996748 hasRelatedWork W1968794308 @default.
- W2077996748 hasRelatedWork W1979073047 @default.
- W2077996748 hasRelatedWork W2001992115 @default.
- W2077996748 hasRelatedWork W2022051169 @default.
- W2077996748 hasRelatedWork W2022328862 @default.
- W2077996748 hasRelatedWork W2054268019 @default.
- W2077996748 hasRelatedWork W2076719339 @default.
- W2077996748 hasRelatedWork W2093155747 @default.
- W2077996748 hasRelatedWork W2127090400 @default.
- W2077996748 hasRelatedWork W2146777404 @default.
- W2077996748 hasRelatedWork W2538854874 @default.
- W2077996748 hasRelatedWork W2738995143 @default.
- W2077996748 hasRelatedWork W2950398879 @default.
- W2077996748 hasRelatedWork W2953475892 @default.
- W2077996748 hasRelatedWork W3123096833 @default.
- W2077996748 hasRelatedWork W3124692559 @default.
- W2077996748 hasRelatedWork W3124844278 @default.
- W2077996748 hasRelatedWork W3151964733 @default.
- W2077996748 isParatext "false" @default.
- W2077996748 isRetracted "false" @default.
- W2077996748 magId "2077996748" @default.
- W2077996748 workType "article" @default.