Testing for structural breaks with local smoothers: A simulation study

Basit Öğe Kaydı
dc.authoridOzturk, Serda Selin/0000-0003-2758-9321
dc.contributor.authorOzturk, Serda Selin
dc.contributor.authorStengos, Thanasis
dc.date.accessioned2024-07-18T20:42:32Z
dc.date.available2024-07-18T20:42:32Z
dc.date.issued2014
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.description.abstractBy means of an extensive Monte Carlo simulation study based on the design of Chen and Hong (2012) we compare the performance of the tests they proposed for parameter stability with the linearity test of Li et al. (2002) and the functional form test of Li and Wang (1998). We find that the test of Li et al. (2002) test adapted to testing for parameter stability performs favorably well in terms of size and equally well in terms of power compared with the others, whereas the test by Li and Wang has no power. (C) 2014 Elsevier B.V. All rights reserved.en_US
dc.identifier.doi10.1016/j.econlet.2014.08.009
dc.identifier.endpage122en_US
dc.identifier.issn0165-1765
dc.identifier.issn1873-7374
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-84907865772en_US
dc.identifier.scopusqualityQ2en_US
dc.identifier.startpage119en_US
dc.identifier.urihttps://doi.org/10.1016/j.econlet.2014.08.009
dc.identifier.urihttps://hdl.handle.net/11411/7326
dc.identifier.volume125en_US
dc.identifier.wosWOS:000343955000029en_US
dc.identifier.wosqualityQ3en_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherElsevier Science Saen_US
dc.relation.ispartofEconomics Lettersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectParameter Stabilityen_US
dc.subjectSmooth Coefficient Modelen_US
dc.subjectSmooth Structural Changeen_US
dc.subjectTime-Series Modelsen_US
dc.subjectRegressionen_US
dc.titleTesting for structural breaks with local smoothers: A simulation studyen_US
dc.typeArticleen_US

Dosyalar

Koleksiyon

Web of Science Indexed Publications
Scopus Indexed Publications